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What is the difference between arima and arima0?

Hi. I hope you can help me... I have fitted the following ARIMA model: arima1<-arima(bigspring$log.volume, order=c(0,1,2)) I need to predict 30 days ahead. I used following code predict(arima1,n.ahead=30,se=T) However I get 30 predictions, but from predictions 2:30 I get the same predictions. Why is this? What am I doing wrong Thanks Catherine KSS Ltd Seventh Floor St

Dear all, I stumbled upon what appears to be a troublesome issue when sampling from an ARIMA model (from Rob Hyndman's excellent 'forecast' package) that contains a seasonal AR component. Here's how to reproduce the issue. (I'm using R 2.9.2 with forecast 2.19; see sessionInfo() below). First some data: > x <- c( 0.132475, 0.143119, 0.108104, 0.247291, 0.029510,

I have a data file with a given time series of price data and I would like to split the time series into a test set and training set. I would then like to build an ARIMA model on the training set and apply this model on test set. Below is some code: [CODE] data= read.table("A.txt",sep=",") attach(data) training = data[1:120, 6] test = data[121:245, 6] ts1 = ts(training) ts2 =

arima1 = arima(data.ts[1:200], order = c(1,1,1)) arima2 = arima(data.ts[5:205], order = c(1,1,1)) arima3 = arima(data.ts[10:210], order = c(1,1,1)) arima4 = arima(data.ts[15:215], order = c(1,1,1)) arima5 = arima(data.ts[20:220], order = c(1,1,1)) arima6 = arima(data.ts[25:225], order = c(1,1,1)) arima7 = arima(data.ts[30:230], order = c(1,1,1)) arima8 = arima(data.ts[35:235], order = c(1,1,1))

Hello, I'm fitting a series of ARIMA models to a data set to compare fits. After taking the logs of the data and then differencing them to induce stationarity, I execute arima( y, order=c( p, 0, q ), seasonal=list( order=c( P, 0, Q ), period=7 ) ) for various values of p, q, P and Q. For one set of these values, I get Error in optim(init[mask], armafn, method = "BFGS", hessian

Hi, In my ongoing quest to track down the source of an error (see message "[R] optim error in arima" above), I find in the cource code for arima0 the following: arma0f <- function(p) { par <- as.double(fixed) par[mask] <- p .Call("arma0fa", G, par, PACKAGE = "stats") } I would like to know what the function

sseq <- c(1, seq(5, 120, by = 5)) for(i in 1:length(sseq)){ assign(paste("arima", i, sep=""), arima0(data.ts[sseq[i]:(sseq[i]+115)], order=c(1,1,1))) } pred1 = predict(arima1, n.ahead = 5, se.fit = TRUE)$pred how do I traverse the arima models so I repeat the above prediction procedure(bold) on all arima models. Also, how do i automatically create one huge vector of the

I don't want to return a value, I want to interrupt the computation, that's why I need to re-throw . But before getting back to the user I want to run some cleanup code. G. On Sat, Jul 28, 2018 at 5:59 PM I?aki ?car <i.ucar86 at gmail.com> wrote: > > El s?b., 28 jul. 2018 a las 18:30, G?bor Cs?rdi > (<csardi.gabor at gmail.com>) escribi?: > > > > Anyone

Anyone knows a way to re-throw a caught interrupt condition, so that it behaves just like the original one? I.e. no error message is printed, but the execution is stopped of course. With just calling stop in the error handler, it prints the error message, or, if there is no error message (like in the original interrupt condition), another error happens. tryCatch(Sys.sleep(100), interrupt =

I have a question about pooling or "stacking" several time series ?samples? (sorry in advance for the long, possibly confusing, message). I'm sure I'm revealing far more ignorance than I'm aware of, but that's why I'm sending this... [Example at bottom] I have regional migration flows (?samples?) from, say, regions A to B, A to C, B to A, ?., C to B (Noted as

Hi, i have setted up a DC ESC.LAN, if i try to do "samba-tool domain join MUNICH.ESC.LAN SUBDOMAIN -Uadministrator" i get the following error, how can i build up a AD Subdomain (Domain Tree) [root at MUC-PDC ~]# samba-tool domain join MUNICH.ESC.LAN SUBDOMAIN -Uadministrator Administrator password will be set randomly! Finding a writeable DC for domain 'ESC.LAN' Found DC

One of my test domUs is a opensuse 10.3 PV domain, and it has a /boot/grub/menu.lst file. pygrub is used as bootloader. With xVM 3.1.4, the arrow keys can be used in the pygrub screen. With xVM 3.3-unstable, the arrow keys don''t work for me any more. What I''ve found out so far is that: - gnome-terminal, xterm or dtterm are running with "vt100 application key

Dear R-helpers, I would appreicate if someone can help me on the transfer parameter in ARIMAX and also see what I am doing is correct. I am using ARIMAX with 2 Exogeneous Variables and 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

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

Hi, I was hoping you could shed some light in usage of the directive MENU HIDDENKEY in syslinux (extlinux 4.04) The docs say: MENU HIDDENKEY key[,key...] command... So, in my conf I have: MENU HIDDENKEY Esc openelec Where openelec is the label of the boot option I want to run only if Esc is pressed. But pressing Esc on boot has no effect. Default is run. So, do I misunderstand the

Please correct the following > sqldf("update esc left join forwagg on esc.ym=forwagg.Date set esc.ri2=forwagg.N1 where esc.age=12","select * from main.esc") Error in sqliteExecStatement(con, statement, bind.data) : RS-DBI driver: (error in statement: near "left": syntax error) Thanks. Stephen [[alternative HTML version deleted]]

Hello everybody! I have a problem when I try to perform a forecast of an ARIMA model produced by an auto.arima function. Here is what I'm doing: c<-auto.arima(fil[[1]],start.p=0,start.q=0,start.P=0,start.Q=0,stepwise=TRUE,stationary=FALSE,trace=TRUE) # fil[[1]] is time series of monthly data ARIMA(0,0,0)(0,1,0)[12] with drift : 1725.272 ARIMA(0,0,0)(0,1,0)[12] with drift

> On Feb 6, 2018, at 12:22 PM, Denis Cardon via samba <samba at lists.samba.org> wrote: > > what do you get if you increase you log level at 4 or 5 and restart your samba ? > log level = 5 With log level = 5, the error always appears immediately after the following entry: [2018/02/06 18:29:09.090976, 5]

Dear forum, I would like to forecast e.g. with the arima-model. To figure out which model works best I am going to predict with this models. my first code: for(ar.ord in 1:3){ for(ma.ord in 1:3){ print(predict(arima(para_qtr[1:(n-8),1],order=c(ar.ord,1,ma.ord)), n.ahead=8)$pred) } } this one works. but I want to "save" my results in a matrix or a data.frame. my second code: