Displaying 20 results from an estimated 7000 matches similar to: "auto.arima"
2010 Aug 02
1
removing spatial auto correlation
Hi list,
I am trying to fit arima model for a grid of 360x161x338 points,
where 360x161 is the spatial dimension and 338 is the number of time steps I
have, which is seasonal. For this purpose I used the auto.arima function in
forecast package. After fitting residuals at each grid in space, the auto
correlations are still significant ( but < 0.2). This make me think that the
data
2010 Jun 07
1
prewhiten
HI all.,
I have some univariate time series that need to be prewhitened. HOw this can
be performed in R.
I am thinking of to fit an ARIMA model and substract this from the original
series. Is this the correct way
THanks in advance
nuncio
--
Nuncio.M
Research Scientist
National Center for Antarctic and Ocean research
Head land Sada
Vasco da Gamma
Goa-403804
[[alternative HTML version deleted]]
2010 Jul 23
1
sink function
I have the following code to write the output from auto.arima function. The
issue is not in finding the model but to divert its out put
fit to a file order_fit.txt. code runs but nothing is written to
order_fit.txt
where am I going wrong
library(forecast)
for (i in 1:2) {
filen = paste("file",i,".txt",sep="")
data <- read.table(filen)
dat1 <- data[,1]
xt <-
2011 Apr 04
1
svd
Dear list,
I searched the libraries but could not find means to compute the
svd of a coupled field. Is it possible in R
Thanks
nuncio
--
Nuncio.M
Research Scientist
National Center for Antarctic and Ocean research
Head land Sada
Vasco da Gamma
Goa-403804
[[alternative HTML version deleted]]
2010 Aug 15
2
band pass filter
Hello list,
Is there any way to bandpass filter in R
thanks
nuncio
--
Nuncio.M
Research Scientist
National Center for Antarctic and Ocean research
Head land Sada
Vasco da Gamma
Goa-403804
[[alternative HTML version deleted]]
2010 May 20
2
writing autocorrelation and partial auto correlation functions to a file
Dear All,
I am very new to T. I need to fit a ARIMA model to my time
series. So I found the auto correlation functions and partial auto
correlation function in R. Now I want to save these valuse along with the
significance levels to a file. How to do that?. I tried some function in R
like write.table but returns an error "cannot coerce class "acf" into a
2010 Jul 05
2
timeseries
Dear useRs,
I am trying to construct a time series using as.ts function, surprisingly
when I plot
the data the x axis do not show the time in years, however if I use
ts(data), time in years are shown in the
x axis. Why such difference in the results of both the commands
Thanks
nuncio
--
Nuncio.M
Research Scientist
National Center for Antarctic and Ocean research
Head land Sada
Vasco da Gamma
2010 May 31
1
missing values in autocorelation
Hi all,
I am trying to find the autocorrelation of some time series. I
have say 100 files, some files have only missing values(-99.99, say). I dont
want to exclude these files as they represent some points in a grid. But
when the acf command is issued i get an error.
Error in plot.window(...) : need finite 'ylim' values
In addition: Warning messages:
1: In min(x) : no
2011 Mar 17
1
Extracting columns from a class
Hi list,
I am not a frequent user of R. Recently I used R in principal
component analysis and got the result as a class, which has information like
standard deviation and principal components from 1 to 10. How is it
possible to extract the column corresponding to first principal component
and write it to a file
the out from prcomp command is something like this
Standard
deviations:
2010 Jul 06
1
acf
Hi list,
I have the following code to compute the acf of a time series
acfresid <- acf(residfit), where residfit is the series
when I type acfresid at the prompt the follwoing is displayed
Autocorrelations of series ?residfit?, by lag
0.0000 0.0833 0.1667 0.2500 0.3333 0.4167 0.5000 0.5833 0.6667 0.7500 0.8333
1.000 -0.015 0.010 0.099 0.048 -0.014 -0.039 -0.019 0.040 0.018
2011 Apr 01
1
principal components
HI all,
I am trying to compute the EOF of a matrix using prcomp but unable to get
the expansion co-efficients.
is it possible using prcomp or are there any other methods
thanks
nuncio
--
Nuncio.M
Research Scientist
National Center for Antarctic and Ocean research
Head land Sada
Vasco da Gamma
Goa-403804
[[alternative HTML version deleted]]
2010 Jul 22
1
tsdiag
HI list,
I want to know whether tsdiag uses k-(p+q) as the lag in ljung box
test. How is it possible to save those values
nuncio
--
Nuncio.M
Research Scientist
National Center for Antarctic and Ocean research
Head land Sada
Vasco da Gamma
Goa-403804
[[alternative HTML version deleted]]
2011 Jun 13
1
documentation in R
How we can call auto.arima in R.
Is there any cran package we need to install for this function?
--
Siddharth Arun,
4th Year Undergraduate student
Industrial Engineering and Management,
IIT Kharagpur
[[alternative HTML version deleted]]
2008 Aug 12
1
arima forecast function
hi:
I am trying to fit prediction intervals for an arima object. My search led
me to the link:
http://finzi.psych.upenn.edu/R/library/forecast/html/forecast.Arima.html
which has the function "forecast", as I wanted. However, when I try to run
it in R, I get the message:
Error in plot(forecast(fit)) : could not find function "forecast"
Even the example provided on the page
2012 May 18
0
Forecast package, auto.arima() convergence problem, and AIC/BIC extraction
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
2004 Jun 24
0
problem with arima
Hi Laura!
in your last line, you have myforecast$pred instead of my.forecast$pred
Hope this helps!
If that's not it, try
str(my.list)
str(my.forecast$pred)
and check to see that they are both time series
Sincerely,
Erin Hodgess
Associate Professor
Department of Computer and Mathematical Sciences
University of Houston - Downtown
mailto: hodgess at gator.uhd.edu
From: Laura Quinn
2006 Oct 19
1
predict.Arima question
Hi,
I am trying to forecast a model using predict.Arima
I found arima model for a data set: x={x1,x2,x3,...,x(t)}
arima_model = arima(x,order=c(1,0,1))
I am forecasting the next N lags using predict:
arima_pred = predict(arima_model,n.ahead = N, se.fit=T)
If I have one more point in my series, let's say x(t+1). I do not want to
recalibrate themodel, I just want to forecast the next N-1
2003 Apr 21
2
Anyone Familiar with Using arima function with exogenous variables?
I've posted this before but have not been able to locate what I'm doing
wrong. I cannot determine how the forecast is made using the estimated
coefficients from a simple AR(2) model when there is an exogenous
variable. Does anyone know what the problem is? The help file for arima
doesn't show the model with any exogenous variables. I haven't been able
to locate any documents
2003 Apr 16
0
arima function - estimated coefficients and forecasts
I'm using the arima function to estimate coefficients and also using
predict.Arima to forecast. This works nicely and I can see that the
results are the same as using SAS's proc arima.
I can also take the coefficent estimates for a simple model like
ARIMA(2,1,0) and manually compute the forecast. The results agree to 5
or 6 decimal places. I can do this for models with and without
2004 Jun 24
0
Problem with predict arima
I have fitted an arima(0,0,2) model to my data, and am trying to plot a
forecast for the next 15 time steps, but each time i try I am given the
following error message:
Error in .cbind.ts(list(...), makeNames(...), dframe = dframe, union =
TRUE) :
non-time series not of the correct length
I am calculating as follows:
my.arima<-arima(my.list,order=c(0,0,2))