Displaying 20 results from an estimated 11000 matches similar to: "is a time series regression model a causal forecasting model?"
2007 Feb 23
2
Neural Net forecasting
Are there any packages in R that are suitable for doing time series
forecasting using neural networks? I have looked in the nnet package and
neural package and they both seem geared towards classification.
thanks,
Spencer
[[alternative HTML version deleted]]
2007 Oct 31
0
forecasting multiple regression model
Hi all,
Does anyone have the knowledge to help me identify a package capable of
forecasting a MULTIPLE regression model? i have a model with one one
dependant variable and 4 independant variables. i would like to forecast
confidence intervals for a few steps ahead...(DENSITY forecasting).
PS i can forecast a univariate vector, with package 'forecast', however, i
want one that can do
2006 Sep 02
0
New forecasting bundle of packages
v1.0 of the forecasting bundle of packages is now on CRAN and will
propagate to mirrors shortly.
The forecasting bundle of R packages provides new forecasting methods,
and graphical tools for displaying and analysing forecasts. It comprises
the following packages:
* forecast: Functions and methods for forecasting.
* fma: All data sets from Makridakis, Wheelwright and Hyndman
2006 Sep 02
0
New forecasting bundle of packages
v1.0 of the forecasting bundle of packages is now on CRAN and will
propagate to mirrors shortly.
The forecasting bundle of R packages provides new forecasting methods,
and graphical tools for displaying and analysing forecasts. It comprises
the following packages:
* forecast: Functions and methods for forecasting.
* fma: All data sets from Makridakis, Wheelwright and Hyndman
2016 Jul 02
0
Seasonal PSF - Time Series Forecasting algorithm
Hi friends,
If you are interested in univariate time series data predictions, have a
look in PSF algorithm and it's R Packages available at :
CRAN: https://cran.r-project.org/web/packages/PSF/index.html
GitHub: https://github.com/neerajdhanraj/PSF
How to use:
https://www.researchgate.net/publication/304131481_PSF_Introduction_to_R_Package_for_Pattern_Sequence_Based_Forecasting_Algorithm
and
2016 Jul 02
0
Seasonal PSF - Time Series Forecasting algorithm
Hi friends,
If you are interested in univariate time series data predictions, have a
look in PSF algorithm and it's R Packages available at :
CRAN: https://cran.r-project.org/web/packages/PSF/index.html
GitHub: https://github.com/neerajdhanraj/PSF
How to use:
https://www.researchgate.net/publication/304131481_PSF_Introduction_to_R_Package_for_Pattern_Sequence_Based_Forecasting_Algorithm
and
2009 Aug 19
1
New package for multivariate Kalman filtering, smoothing, simulation and forecasting
Dear all,
I am pleased to announce the CRAN release of a new package called 'KFAS' -
Kalman filter and smoother.
The package KFAS contains functions of multivariate Kalman filter,
smoother, simulation smoother and forecasting. It uses univariate approach
algorithm (aka sequential processing), which is faster than normal method,
and it also allows mean square prediction error matrix Ft to
2009 Aug 19
1
New package for multivariate Kalman filtering, smoothing, simulation and forecasting
Dear all,
I am pleased to announce the CRAN release of a new package called 'KFAS' -
Kalman filter and smoother.
The package KFAS contains functions of multivariate Kalman filter,
smoother, simulation smoother and forecasting. It uses univariate approach
algorithm (aka sequential processing), which is faster than normal method,
and it also allows mean square prediction error matrix Ft to
2012 Jan 18
1
forecasting a time series
Couldn't find this in the archives. I'm fitting a series of historical
weather-related data, but would like to use the latest values to forecast.
So let's say that I'm using 1970-2000 to fit a model (using fourier terms
and arima/auto.arima), but now would like to use the last X values to
predict tomorrow's weather. I'm at a loss. All the functions I've come
across
2007 Dec 04
1
Best forecasting methods with Time Series ?
Hello,
In order to do a future forecast based on my past Time Series data sets
(salespricesproduct1, salespricesproduct2, etc..), I used arima() functions
with different parameter combinations which give the smallest AIC. I also
used auto.arima() which finds the parameters with the smallest AICs. But
unfortuanetly I could not get satisfactory forecast() results, even
sometimes catastrophic
2018 Mar 21
0
Confidence intervals for the Instrumental Variable estimators of TWO causal effects
Dear all,
I am using the Instrumental Variable approach to estimate the causal
effects of TWO endogenous variables in a Mendelian Randomization study.
As long as point estimation is concerned, I have no problem: both "ivreg"
in library "AER" and "tsls" in library "sem" do the job perfectly. The
problems begin
when I try to obtain confidence intervals for
2012 Apr 09
0
freelance consulting opportunity for R expert (causal inference & data visualization)
SELECTION FOR CONSULTANTS BY THE WORLD BANK
REQUEST FOR EXPRESSIONS OF INTEREST
All Submissions must be made via the World Bank Group's "eConsult2"
system.
Please go to:
https://wbgeconsult2.worldbank.org/wbgec/index.html
Click on "Business Opportunities", and find the following assignment:
Assignment Title: 1067014 - Statistical Analyst with Extensive
Experience in
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
2009 Dec 10
1
Need help to forecasting the data of the time series .
Hi,
This is the time series data collected from 2001 to 2008 by every
month.so,there are 96 entries.I have done basic statistics.I need to find a
model fitted to forecast this data.This is the mixedpaper collection for
recycling in the campus.
13251
13754
19061
12631
17414
21350
25384
23646
20312
20740
14007
17175
13910
17191
17113
20250
35003
11975
19665
20490
20436
2009 Apr 05
1
Time series forecasting
Dear all:
I'm a newbie and an amateur seeking help with forecasting the next in a non-stationary time series, with constraints of 1 (low) and 27 (high) applicable to all.
What I need help with is the solution concept. The series has 439 observations as of last week. I'd like to analyze obs 1 - 30 (which are historical and therefore invariate), to solve for 31.
The history:
Obs 1
2012 Oct 18
1
Time Series Analysis and Forecasting
Hello,
I am totally new in the field of time series analysis and forecasting and R.
I read that R is a powerful tool for time series. Could anyone give me
navigation what models of time series are availiable in R etc?
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2000 Mar 07
1
manova
>
> After running a MANOVA test, I used univariate Fs in
order to see
> which IV(s) was contributing the difference.
> However, I have been critised about it,
> and the reason I was given is:
>
> "MANOVA allows you to explore multiple
associations but
> does not excuse you from tracing out the causal
relationships
> for each variable. This does
2010 Feb 22
0
Bootstrap Multivariate Times Series Forecast
Dear Users,
Consider a multivariate time series model:
a_1*y(t)-...-a_k*y(t-k)=b+[c_1*z(t)-...-c_j*z(t-j)]
i.e., a simple multivariate time series model with one exogenous variable.
I would like to know what package can I use to do the following, using R:
1) Select k and j jointly;
2) Estimate the model;
2) Forecast h=4 steps ahead the estimated model;
4) Bootstrap the forecast, since my sample
2018 Jun 01
0
Issue with batch forecasting of Time series data
Hi,
i have a weekly data for servers for 62 weeks. want to predict the cpu% for next 5 weeks.I am trying to forecast for many servers at once but with the code i am getting only one week of future forecast for all the servers. Also the week date for the predicted week is showing as the last week of the original data . Need help in two things How can i change the date for the predicted week, and
2012 Aug 27
0
How can I find the principal components and run regression/forecasting using dynlm
Hello,
I would like to write a program that compute the principal components of
a set of data and then
1. Run the dependent variable against the principal components (lagged
value)
2. Do prediction
, following Stock and Watson (1999) "Forecasting Inflation". All data
are time series.
Now I can run the program using single factor (first principal
component), but I