Displaying 20 results from an estimated 4000 matches similar to: "R package Forecast"
2009 Sep 09
1
Forecast - How to create variables with summary() results parameters
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 =
2007 Jan 19
1
help with ets function in forecast package
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?
2010 Jun 28
1
Exponential Smoothing: Forecast package
Hey,
I am using the ets() function in the forecast package to find out the best
fit parameters for my time-series. I have about 50 sets of time series data.
I'm currently using the function as follows:
ets(x,model="AZZ",opt.crit="mse")
As to my observation about 5-10 of them have been identified by ets to have
a trend and an alpha, beta values have been thrown up -
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
2012 Apr 26
1
Using the R predict function to forecast a model fit with auto.arima function
Hello R users,
Hope everyone is doing great.
I have a dataset that is in .csv format and consists of two columns: one
named Period (which contains dates in the format yyyy_mm) and goes from
1995_10 to 2007_09 and the second column named pcumsdry which is a
volumetric measure and has been formatted as numeric without any commas or
decimals.
I imported the dataset as pauldataset and made use of
2003 May 09
1
Locked files and DOS application
Hello.
I have a DOS application which works with database files. The problem is,
that Samba doesn't "unlock" the files when DOS app finishes its work.
So files stay locked:
27690 DENY_NONE 0x3 RDWR EXCLUSIVE+BATCH /home/samba/FAK/P_RACI03.DBT Fri May 9 13:27:09 2003
27741 DENY_NONE 0x3 RDWR NONE /home/samba/FAK/MATPOD03.DBF Fri May
2003 Jun 25
2
Multiple wins server entries
Hi.
I have 2 questions:
1. Is it possible to specify mutiple "wins servers" in smb.conf file?
man smb.conf doesn't say that, so I don't know. If it is possible how
do I do it? "wins server = IP_1, IP_2"?
2. man smb.conf says "password server" must be a NetBIOS name. I have
IP addresses specified and it works OK anyway. How come?
Thank you in advance,
--
2010 Oct 07
1
Forecasting with R/Need Help. Steps shown below with the imaginary data
1. This is an imaginary data on monthly outcomes of 2 years and I want to forecast the outcome for next 12 months of next year.
data Data1;
input Yr Jan Feb Mar Apr May June July Aug Sept Oct Nov Dec;
datalines;
2008 12 13 12 14 13 12 11 15 10 12 12 12
2009 12 13 12 14 13 12 11 15 10 12 12 12
;
run;
I converted the above data into the below format to use it in R as it was giving error: asking
2007 Jul 10
4
Response too big for UDP, retry with TCP
Hello,
I am trying to join a Samba 3.0.24 server into an ADS domain, which is
served by two Windows 2003 servers (let's say srv1.domain.local (192.168.1.1)
and srv2.domain.local (192.168.1.4)). I am running Samba on a FreeBSD 6.2
machine and I have established an OpenVPN connection to the ADS network
(tunneling). I have this in my resolv.conf:
2004 Feb 28
1
MySQL user information storage
Hello,
I would like to know if it is possible not to have Samba users as
UNIX systems users (at least without system passwords!), if I use MySQL
backend with Samba 3.0.2b?
Also, is there any good documentation about Samba and MySQL
cooperation besides Samba HOWTO?
My goal is to use same MySQL database (same users table!) for Samba
authentication, Postfix, Courier-IMAP and ProFTPd.
Thank you.
2013 Apr 15
1
use of simulate.Arima (forecast package)
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
2010 Dec 25
4
need help with data management
I have a data frame that reads
client ID date transcations
323232 11/1/2010 22
323232 11/2/2010 0
323232 11/3/2010 missing
121212 11/10/2010 32
121212 11/11/2010 15
.................................
I want to order the rows by client ID and date and using a black-box
forecasting method create the data fcst(client,date of forecast, date
for which forecast applies).
Assume that I
2002 Jul 29
1
forecasting correlation with Garch
Hello R group,
I'm using the tseries package to forecast variance and I would like to do
the same with correlation.
I can't find any way to do that with the function garch().
for example,
I have a matrix of time series
Date CACIndex SPXIndex DAXIndex NKYIndex
1 05/01/1998 3072.84 977.07 4384.81 14896.1
2 06/01/1998 3037.73 966.58 4352.63 14896.40
3
2009 Nov 24
1
Subscript out of bounds
Hi!
Trying to make a forecast, and get the following error message:
Error in NextMethod("[<-") : subscript out of bounds
The script is as follows:
> Forecast.A <- ts(matrix(NA, nrow=25, ncol = 1,
+ dimnames = list(c(), c("Outcome"))),
+ start = c(2006, 10), frequency = 12)
> for (i in 1:25) {
+ j <- i + 321
+ Data <- window(omxr, end = time(omxr)[j])
+
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
2010 Oct 07
1
auto.arima error
I am trying to use auto.arima to fit a univariate time series and do forecast.
This is an imaginary data on monthly outcomes of 2 years and I want to forecast the outcome for next 12 months of next year.
data Data1;
input RR;
datalines;
12
14
17
15
13
15
15
14
15
14
16
15
15
18
16
16
15
14
15
16
16
14
13
12
;
run;
I successfully took this data into R and used the auto.arima codes but am getting
2008 Sep 22
1
Prediction errors from forecast()?
Hello,
I am using forecast() in the forecast package to predict future values of an
ARIMA model fit to a time series. I have read most of the documentation for
the forecast package, but I can't figure out how to obtain the forecast
variance for the predicted values. I tried using the argument
"se.fit=TRUE," hoping this would work since forecast() calls predict().
Is there an easy
2005 Sep 21
2
MGARCH estimation
Hi R-users
Can the users let me know how to do MGARCH estimate (Bivariate GARCH)
and volatility forecast for 2 variables in R.
thanks and regards
snvk
2012 Feb 29
2
How to extract numerical values from time series forecast
hi all. i'm busy with some time series data, starting from an earlier period
until the current day.
i have created a time series forecast taking into account the entire data
from the earlier date up until 2007, using the "forecast" package for R. i
am comparing this forecasted data to the actual/ observed data (which starts
from the earlier date up until the current day).
my
2013 Aug 22
1
Rexcel
Hello,
I must tell you once again to address your questions to
r-help at r-project.org
And since there was no subject line, I've made up one.
Your question seems to be a question about excel, and I really can't
help you. Maybe someone else can.
But if you write.table(etszP) can't you read that file into excel?
Rui Barradas
Em 22-08-2013 15:57, siddhartha.geddam at eclerx.com