Displaying 20 results from an estimated 4000 matches similar to: "Query regarding auto arima"
2011 Jun 15
1
Problem auto.arima() in R
I am using auto.arima() for forecasting.When I am using any in built data
such as "AirPassangers" it is capturing seasonality. But, If I am entering
data in any other format(in vector form or from an excel sheet) it is not
detecting seasonality.
Is there any specific format in which it detects seasonality or I am doing
some thing wrong?
Does data have to be entered in a specific
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
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2011 Jun 06
2
Problem in R documentation
I am not able to run Dickey-Fuller test.
adf.test() function is not working. It is showing 'Error: could not find
function "adf.test"
Can any tell how to call "time series" library?
--
Siddharth Arun,
4th Year Undergraduate student
Industrial Engineering and Management,
IIT Kharagpur
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2011 Jun 21
2
Documentation
I am new in R.
Can anyone tell :
1. how we can write our own functions in R ?
2. how we can save those functions and recall to use them?
3. what extensions are used for saving a file?
--
Siddharth Arun,
4th Year Undergraduate student
Industrial Engineering and Management,
IIT Kharagpur
[[alternative HTML version deleted]]
2011 Feb 27
2
finding model order components for arima()
Greetings,
I am trying to model a time series using arima(). For getting the
model order components(p, d, q and P,D,Q) I am using procedure
discussed in [1] in section 3.2 . It is most likely hit and trial
method based on lower AIC value.
I want to know what is the correct way to find model order components
or the method described in [1] is the appropriate one.
thanks in advance.
--
[1]Automatic
2010 Nov 22
2
Help: Standard errors arima
Hello,
I'm an R newbie. I've tried to search, but my search skills don't seem
up to finding what I need. (Maybe I don't know the correct terms?)
I need the standard errors and not the confidence intervals from an
ARIMA fit.
I can get fits:
> coef(test)
ar1 ma1
intercept time(TempVector) - 1900
2010 Mar 19
1
Arima forecasting
Hello everyone,
I'm doing some benchmark comparing Arima [1] and SVR on time series data.
I'm using an out-of-sample one-step-ahead prediction from Arima using
the "fitted" method [2].
Do someone know how to have a two-steps-ahead forecast timeseries from Arima?
Thanks,
Matteo Bertini
[1] http://robjhyndman.com/software/forecast
[2] AirPassengers example on page 5
2012 Jun 25
0
x12 ARIMA Moving Seasonality F Test Issue
I'm having a great deal of trouble replicating x12 ARIMA's F-test used to
detect moving seasonality. According to all literature I could find, the
test is apparently a 2-way ANOVA with year and month as factors for the SI
ratios determined by x12's smoothing algorithm. Note the SI ratio is simply
the detrended series. The summary I get from manually running this 2-way
ANOVA using the
2007 Jun 14
1
ARIMA with more than one seasonality period
Dear R community,
I have a project with electricity load forecasting, and I got hourly
data for system load. If you haven't worked with electricity before,
seasonality comes in many flavors: a daily pattern, with a peak at
around 7pm; a weekly pattern, in which we use more electricity on
weekdays in comparison to weekends; a winter-summer pattern, with air
conditioning and heaters playing an
2007 Nov 08
1
Help me please...Large execution time in auto.arima() function
Hello,
I using the fuction auto.arima() from package forecast to predict the values
of p,d,q and P,D,Q.
My problem is the execution time of this function, for example, a time
series with 2323 values with seasonality to the week take over 8 hours to
execute all the possibilities.
I using a computer with Windows XP, a processor Intel Core2 Duo T7300 and
2Gb of RAM.
2004 Jul 01
2
[gently off topic] arima seasonal question
Hello R People:
When using the arima function with the seasonal option, are the seasonal
options only good for monthly and quarterly data, please?
Also, I believe that weekly and daily data are not appropriate for seasonal
parm estimation via arima.
Is that correct, please?
Thanks,
Sincerely,
Laura Holt
mailto: lauraholt_983 at hotmail.com
download!
2011 Dec 12
1
Question about fitting seasonal ARIMA in R?
Hi all,
I just couldn't find a R function which can fit multiple seasonal
patters... i.e. in the following code:
*arima(x = data, order = c(p, d, q), seasonal = list(order = c(P, D, Q),
period = S), ...
***
*
there can be only one "period", am I right?
What if the data seem to have three different seasonality cycles, 5, 12, 21?
Thanks a lot!
*
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2011 Jun 28
2
Running R from windows command prompt
1. I have a R program in a file say "functions.R".
I load the "functions.R" file the R using source("function.R") and then call
functionsf1(), f2() etc. which are declared and defined within "function.R"
file.
I also need to load a couple of R libraries using library() before I can
use f1(), f2() etc.
My question is can I acheive all this (i.e. calling
2009 Oct 22
2
[LLVMdev] project based in trusted computing
Sir,
I am a M.tech student of Computer Science and Engineering
Department ,Indian Institute of technology, Kharagpur(India).
I have to do a project in trusted computing field. I went through LLVM
Project site. and I want to work in some project of LLVM.
Can u suggest me some project which is somehow related to trusted computing
and i can work on that ?
In hope of your reply,
Amit Suthar
2007 Dec 11
1
question regarding arima function and predicted values
Good evening!
I have a question regarding forecast package and time series analysis.
My syntax:
x<-c(253, 252, 275, 275, 272, 254, 272, 252, 249, 300, 244, 258, 255, 285, 301, 278, 279, 304, 275, 276, 313, 292, 302, 322, 281, 298, 305, 295, 286, 327, 286, 270, 289, 293, 287, 267, 267, 288, 304, 273, 264, 254, 263, 265, 278)
library(forecast)
arima(x, order=c(1,1,2),
2013 Aug 24
3
Parts of Speach Tagging
I was using tagPOS function from openNLP package for parts-of-speach. Now
the package is updated and the function is not present. Any suggestions how
to do it now ?
Thanks for your help.
--
Regards,
Siddharth Arun,
Contact No. - +91 8880065278
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2011 Sep 10
2
Error : subscript out of bounds
m<-matrix(byrow=FALSE)
t<-as.list(na.exclude(x))
j<-0
o<-0
for(i in 1:998)
{
d<- 5*(i-1)+3
if(t[[d]][[1]]>80)
{
j<-j+1
e[j]<-d
l<-length(t[[d]])
u<-t[[d]]
price_rand<-t[[d-1]]
n<-0
for(k in 1:l)
{
if((u[k]>49)&&(u[k]<51))
{
n<-n+1
m[n,j]<-price_rand[k]
}
}
}
}
I am getting error in assigning the values to a matrix.
*Error in m[n, j]
2012 May 07
1
Value of Hurst exponent (R/S) method > 1
Hello,
I'm using fArma package to estimate the value of Hurst exponent using R/S
method. However, for a certain set of data I get H ~ 1.8. How do I
interpret this?
Following are the output that I get for this set:
> mean(data[,2])
[1] 400.5433
> sd(data[,2])
[1] 1139.786
>
> rsFit(data[,2], levels = 64)
Title:
Hurst Exponent from R/S Method
Call:
rsFit(x = data[, 2], levels
2003 Jan 09
2
using arima() function
HI, there,
When i use R, i tried to use function arima(), it complains:
Error: couldn't find function "arima"
But when I type "help.search("arima") ",
I got arima() poped up..
arima(ts) ARIMA Modelling of Time Series
arima.sim(ts) Simulate from an ARIMA Model
arima0(ts) ARIMA Modelling of Time Series -- Preliminary
2004 Mar 04
2
adding trend to an arima model
Hi,
Does anyone know a method for adding a linear/polynominal trend to a
simulated arima model using the arima.sim function?
Any help will be greatly appreciated.
Cheers,
Sam.