Displaying 1 result from an estimated 1 matches for "nrowdepvar".
2008 Oct 15
1
Forecasting using ARIMAX
...10 years data are as follows:
DepVar Period, depVar, IndepVar1 Period, indepVar1, IndepVar2 Period, indepVar2
Jan 1998,708,Jan 1998,495,Jan 1998,245.490
Feb 1998,670,Feb 1998,421.25,Feb 1998,288.170
Mar 1998,642.5,Mar 1998,395,Mar 1998,254.950
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)...