Displaying 2 results from an estimated 2 matches for "modarima".
2008 Oct 15
1
Forecasting using ARIMAX
...54.950
Apr 1998,610,Apr 1998,377.5,Apr 1998,230.640
:
> (nrowDepVar <- nrow(depVar))
[1] 545
> (nTest <- nInstance + nHorizon - 1) #number of latest points reserved for testing
[1] 13
> (nTrain <- nrowDepVar - nTest)
[1] 532
First I use auot.arima to find the best (p,d,q).
> modArima <- auto.arima(depVar[1:nTrain,], trace=TRUE)
ARIMA(2,1,2) with drift : 4402.637
ARIMA(0,1,0) with drift : 4523.553
ARIMA(1,1,0) with drift : 4410.036
ARIMA(0,1,1) with drift : 4442.558
ARIMA(1,1,2) with drift : 4401.178
ARIMA(1,1,1) with drift...
2004 Apr 18
1
arima
Hola!
I got problems using an objects returned from arima
(in KalmanSmooth(my.ts, ModArima$model), because
my.ts showed up to have storage mode "integer" (is.integer(my.ts was
TRUE).
Should storage.mode() of a ts be allowed to be integer,
should ts() someplace say storage.mode(ts.out) <- "double", or
maybe inside arima()
storage.mode(x) <- "double"...