similar to: Exponential Smoothing: Forecast package

Hey, I have a data frame x which consists of say 10 vectors. I essentially want to find out the best fit exponential smoothing for each of the vectors. The problem while I'm getting results when i say > lapply(x,ets) I am getting an error when I say >> myprint function(x) { for(i in 1:length(x)) { ets(x[i],model="AZZ",opt.crit=c("amse")) } } The error message is

Hey, I have a list of 30 odd time-series (products) in columns of a data-frame. I want to apply time-series forecasting functions across all the columns of the data-frame in order to determine which is the best model to use. How do I go about this? Phani [[alternative HTML version deleted]]

Hey, I have a few doubts with regard to the usage of the auto.arima function from the forecast package in R. *Background:* I have a set of about 50 time-series for which I would like to estimate the best autroregressive model. (I want to estimate the coefficients and order of p). Each of the series is non-stationary and are also have a non-normal distribution. The data is non-seasonal. My

Dear All, Trying to port an application to linux using wine. The program seems to have got struck with some kind of socket issues. Here is the last few lines of the log generated . Anything thats going wrong . ClientPlugHandler.dll, ClientPlug.dll and Dispatcher.dll are dlls within the application folder .I registered these dlls. Any help would be appreciated.

I have been trying to use the ets function in the forecast package on a daily time series (ts2 is a ts object with frequency =7). However when I run the following code I get an error related to etsmodel. I have looked at ets and I can see that there is a call to the function etsmodel, but I cant seem to find info on the ets function anywhere. Does anyone know anything about the etsmodel function?

Hi all, i am building a web server on centos version 4 running httpd-2.0.52 mysql we have a ldap server on the network which has got all the vhost details. so i am trying to pull vhost details from the ldap server could not find module vhosts ldap for centos. can some one please point me in the right direction any help is much appreciated. cheers phani

Hi, I would like to create variables in R containing parameters of summary(*Forecast Results*). Using the following code: library(forecast) data <- AirPassengers xets <- ets(data, model="ZZZ", damped=NULL) xfor <- forecast(xets,h=12, level=c(80,95)) summary(xfor) the output is: Forecast method: ETS(M,A,M) Model Information: ETS(M,A,M) Call: ets(y = data, model =

Hello all First of all I must emphasize that I am fascinated about Forecast package. However I have difficulty to execute 'ets' procedure. After I write code: a<-read.table("test.txt", sep="\t", head=T) b<-matrix(a[,3], nrow=5, ncol=12, dimnames=list(c("2005","2006","2007","2008","2009"),

I want to use double-exponential smoothing to forecast time series datas,but I couldn't find it in the document,does R support this method?

Dear R People: Is there a function for exponential smoothing, please? R version 1.4.1 for Windows. Thanks in advance! Have a great weekend! Sincerely, Erin Hodgess Associate Professor Department of Computer and Mathematical Sciences University of Houston - Downtown 1 Main Street Houston, TX 77002 mailto: hodgess at uhddx01.dt.uh.edu

Hi Guys, How can run the single spec file without loading the environment. I know ruby spec commands will load the total environment. I want to run the files one by one those are not in same folder and i want to load test environment once for all 10 files. Can we run single file through the Rspec:Core:Runner or some other class? Can you guys please help me? -Thanks -------------- next part

Hi all, First: I have a small line of code I'm applying to a variable which will be placed in a matrix table for latex output of accuracy measures: acc.aarima <- signif(accuracy(forecast(auto.arima(tix_ts, stepwise=FALSE), h=365)), digits=3). The time series referred to is univariate (daily counts from 12-10-2010 until 5-8-2010 (so not 2 full periods of data)), and I'm working on

Hi R-users, I have a question relating to the HoltWinters() function. I am trying to forecast a series using the Holt Winters methodology but I am getting some unusual results. I had previously been using R for Windows version 2.7.2 and have just started using R 2.9.1. While using version 2.7.2 I was getting reasonable results however upon changing versions I found I started to see unusual

I would like to simulate some SARIMA models, e.g. a SARIMA (1,0,1)(1,0,1)[4] process. I installed the package 'forecast', where the function simulate.Arima should do what I am trying to do. I am not able to understand how it works Could somebody help me with an example? thank you Stefano Sofia AVVISO IMPORTANTE: Questo messaggio di posta elettronica pu? contenere informazioni

Thank you David, That's a nice workaround using plotrix::barp(), but that doesn't explain why ylim doesn't work as intended (or at least, as I expect it to work), or why xpd has no influence when using devEMF::emf()... The problem with saving directly in RStudio is that it requires to manually save the plot, and this becomes troublesome when there are a lot of plot commands in a

Hi all, We have a debain system which is running ldap, apache with vhosts from ldap, ldap dns, mysql. so what i am trying to do is migrate the web server to a new machines planning to run centos 4 runing services 1) web server 2) mysql i have done some research on web a found in order to run apache with vhosts from ldap the module needed is mod_vhosts_ldap(correct me if wrong or aby thing

Hi everyone, I am working on packet filtering at mac layer. I want to use ebtables. I am using Fedora core 2. But I am unable use the ebtables eventhough all the modules are enabled at the time of kernel compilation. Plz suggest me how to use ebtables in Fedora core 2 Phani

Hi, I am trying to get speex_preprocess in real time for Arm. Tried 32.32 fixed point but looks like even that precision is also not enough. Any suggesions? Regards, Phani. ===== !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!! !The butterfly counts not months but moments,! ! and has time enough. ! !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!

If you are using a Windows system, you can Export the plot from RStudio and save it as a metafile without using package devEMF and it will crop the bars with xpd=FALSE. When I used devEMF on a Windows machine, the bars were not cropped with barplot() as you indicated, but when I switched to plotrix::barp() they were cropped. The arguments are a bit different, but I did not need xpd=FALSE:

Dear useRs, I'm having troubles with using ylim in barplot(): even though I reduce the y-scale using ylim, the bars still extend down to 0into the x-labels. The sample data is below, and here is the code. #This works fine but I would like to plot only from 50 to 70: barplot(t(mydata), beside=TRUE, col=c("orange", "green", "yellow", "purple"),