Displaying 20 results from an estimated 3000 matches similar to: "Time series ARIMAX and multivariate models"
2009 May 05
0
Time series ARIMAX and multivariate models
Dear Lillian,
I would request you if you provide me the knowledge of how build ARIMAX model in R? It would be great help for me.
Thanks
Ramanath
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2004 Dec 06
2
Missing Values
I have just started using R for my PhD. I am importing my data from Excel
via notepad into Word. Unfortunately, my data has many missing values. I
have put '.' and this allowed me to import the data into R. However, I
now want to interpolate these missing values. Please can someone give me
some pointers as to the method/code I could use?
Thankyou,
Lillian.
2010 May 04
1
How to make predictions with the predict() method on an arimax object using arimax() from TSA library
Hi R Users,
I'm fairly new to R (about 3 months use thus far.)
I wanting to use the arimax function from the TSA library to incorporate some exogenous inputs into the basic underllying arima model.Then with that newly model of type arimax, I would like to make a prediction.
To avoid being bogged down with issues specific to my own work, I would like to refer to readers to the example
2008 Oct 15
1
Forecasting using ARIMAX
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
2006 Mar 29
1
Plotting shapefiles on existing maps
Dear All,
This is probably a very basic question but:
I have plotted a map of the Barents Sea and surrounding coastline using:
map('worldHires',ylim=c(50,85),xlim=c(5,65),fill=T,resolution=0)
map.axes()
map.scale(x=30,metric=T)
Next, I imported a shapefile with depth contours for the sea:
contours<-read.shape("D://My Documents/BarentsSea.shp",dbf.data=T)
(This is in
2009 May 04
2
About the Transfer Function Model(ARIMAX)
Dear ALL,
I would appreciate if someone help me by letting me know the code of above model in R.I would request you to please let me know how i could
make arimax model in auto.arima.
Regards
Ramanath
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2013 Feb 21
2
Arimax with intervention dummy and multiple covariates
Hi
I'm trying to measure the effect of a policy intervention (Box and Tiao, 1975).
This query has to do with the coding of the model rather than with the particulars of my dataset, so I'm not providing the actual dataset (or a simulated one) in this case, apart from some general description.
The time series are of length n=34 (annual observations between 1977 and 2010). The policy
2004 Apr 01
1
arimax...
Hallo all
can someone explain me how the exogenus variables work
in the arimax models is not clear for me...
Thanks Michele
2011 Oct 02
0
Arimax First-Order Transfer Function
Dear list members,
I am a (very) recent convert to R and I am hoping you can help me with a
problem I'm having. I'm trying to fit a first-order transfer function to an
ARIMA intervention analysis using the "arimax" function. The data was
obtained from McCleary & Hay (1980) (via Rob Hyndman's Time Series Library:
http://robjhyndman.com/tsdldata/data/schizo.dat). It has
2018 May 25
0
Query on the Arimax modeling results
Hi R team,
We?ve run Arimax models in R. We had a lot of queries around the
interpretation of the outputs.
*Dependent variable =* Volume (Growth %)
*Independent Variables =* 3 Macroeconomic variables (Growth %)
Following is the line of code
Arimax.Model <- auto.arima(y = input.data[,"Volume"], xreg =
input.data[,model.vars], seasonal = F)
Following is the output
2011 Nov 15
0
Forescasting using predict() in an object of class arimax when there is an outlier IO in the model.
Forescasting using predict() in an object of class arimax when there is an
outlier IO in the model.
Hi R users
I have a problem when a use the predict() method in an object of class
arimax ( These objects are the results of the implementation of the function
arimax() from the TSA library) . The object is a model of a time series in
which I identified an IO oulier at the element 33 of the serie
2006 Feb 08
1
logLik == -Inf in gls
I am trying to fit a generalised least squares model using gls in the nlme
package.
The model seems to fit very well when I plot the fitted values against the
original
values, and the model parameters have quite narrow confidence intervals
(all are
significant at p<5%).
The problem is that the log likelihood is always given as -Inf. This
doesn't seem to make sense because the model
2004 Apr 16
0
RE. arimaX
On 1 Apr 2004 at 20:28, michele lux wrote:
If by arimax you meant arima with the xreg argument,
where xreg is a vector or matrix of exogeneous variables,
then it is my understanding (but I did'nt yet understand the
code completely) that the coefficients of the columns in xreg
is estimate jointlt with the ARMA parameters, by maximum likelihood
(or conditional maximum likelihood in the case
2001 Aug 28
1
ARIMAX
I am new to R-system. I have found time series
modeling package whereby ARIMA model can be developed.
I would like to know if there exists some package
within R-system whereby parameters of transfer
function model can be estimated using the
preliminaraly identified model.
Any sort of help in this regard will be highly
appreciated.
MG
__________________________________________________
Do You
2012 Jul 02
0
Specifying Transfer Function in Time series Intervention model
Hi Team,
I am running ARIMAX with TSA package. my code is
fit2 <- arimax(yseries, order = c(1,0,1),xtransf =
data.frame(X1var),transfer=list(c(1,0)))
my question is
1st Q.--> If I need to take difference of X1var then what should i do?. What
i am doing like submitting R code as
X1vard <- diff(X1var)
and then i am including in the xtransf. Same time if i need to take
difference of
2013 Oct 23
2
Multivariate time series in R 3 vs R 2
Hello!
Recently I got report that my package mar1s doesn't pass checks any more on
R 3.0.2. I started to investigate and found the following difference in
multivariate time series handling in R 3.0.2 compared to R 2 (I've checked
on 2.14.0).
Suppose I wish to calculate seasonal component for time series. In case of
multivariate time series, I wish to process each column independently.
2009 Jul 15
2
storing lm() results and other objects in a list
to clean up some code I would like to make a list of arbitrary length
to store?various objects for use in a loop
sample code:
############ BEGIN SAMPLE ##############
# You can see the need for a loop already
linearModel1=lm(modelSource ~ .,mcReg)
linearModel2=step(linearModel1)
linearModel3=lm(modelSource ~ .-1,mcReg)
linearModel4=step(linearModel3)
#custom
linearModel5=lm(modelSource ~ .
2007 Aug 02
1
Xyplot - adding model lines to plotted points
Hello,
I have written code to plot an xyplot as follows:
library(lattice)
xyplot(len~ageJan1|as.factor(cohort),groups=sex,as.table=T,strip=strip.c
ustom(bg='white',fg='white'),data=dat,
xlab="Age (January 1st)",ylab="Length (cm)",main="Linear models for male
and female cod, by cohort",type='p',
2007 Jan 30
1
Error message when building a package
I'm trying to build a package. The machine is PowerPC G4 with Mac OS 10.4.8,
and I'm using R2.4.1.
I get "R CMD build roots" working, and it created roots.tar.gz. But I get
the following message when I run "R CMD INSTALL -l ../myrlibrary
roots.tar.gz"
======================================================================
* Installing *source* package 'roots'
2008 May 08
1
ARIMA, AR, STEP
Here is my problem:
Autoregressive models are very interesting in forecasting consumptions (eg water, gas etc).
Generally time series of this type have a long history with relatively simple patterns and can be useful to add external regressors for calendar events (holydays, vacations etc).
arima() is a very powerful function but kalman filter is very slow (and I foun difficulties of estimation)