Displaying 20 results from an estimated 8000 matches similar to: "Generating output from auto.arima()"
2009 Jan 18
1
auto.arima forecasting issue
Hello everybody!
I'm having this problem with the auto.arima function that i've not been
able to solve. I use this function on time series that contains NA values,
but every time that the resulting model contains drift I can't perform a
forecasting (using forecast.Arima function). The printed error (when I try
to forecast the resulting model) claims a dimension mismatch
2011 Jun 15
1
Query regarding auto arima
I am using AUTO ARIMA for forecasting. But it is not detecting 'seasonality
term' of its own for any data.
Is there any other method by which we can detect seasonality and its
frequency for any data?
Is there any method through which seasonality and its frequency can be
automatically detected from ACF plot?
--
Siddharth Arun,
4th Year Undergraduate student
Industrial Engineering and
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
2012 Sep 28
0
Questions about the functions ar.ols and auto.arima when fitting an AR model
Hi,
I am trying to fit an AR model, maximum order =4, order selection
criterion is aic. I wonder why these two give different results:
m1<-ar.ols(x, aic=TRUE, method="ols", order.max=4)
m1<-auto.arima(x,d=0, D=0, max.p=4, max.P=0, max.q=0, max.Q=0, ic="aic")
Could they both use the function predict to do forecasting? Is there any
function that works better?
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
2009 Sep 29
0
Incoherence between arima.sim and auto.arima
Hello,
I have a question about function arima.sim
I tried to somulate a AR(1) process, with no innovation, no error term.
I used this code:
library(forecast)
e=rnorm(100,mean=0,sd=0)
series=arima.sim(model=list(ar=0.75),n=100,innov=e)+20
Then I tried to applicate ti this series auto.arima function:
mod1<-auto.arima(series,stepwise=FALSE,trace=TRUE,ic='aicc')
The best model returned
2012 Aug 01
1
Odd Results when using R's auto.arima function
Good morning everyone,
I have attached an Excel file that contains a macro from which I call and
use R's auto.arima function to generate forecasts. The program runs
perfectly and it gets me the results; however, those results are pretty
unusual. I also tried using the auto.arima function directly in the R
console and still get weird results.
The results are shown in columns AB, AC and AD
2006 Oct 19
1
predict.Arima question
Hi,
I am trying to forecast a model using predict.Arima
I found arima model for a data set: x={x1,x2,x3,...,x(t)}
arima_model = arima(x,order=c(1,0,1))
I am forecasting the next N lags using predict:
arima_pred = predict(arima_model,n.ahead = N, se.fit=T)
If I have one more point in my series, let's say x(t+1). I do not want to
recalibrate themodel, I just want to forecast the next N-1
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)
2011 Dec 17
0
auto.arima from the Forecast package
Hi,
I've got a little problem using auto.arima.
I run the following command
auto.arima(drivers,ic="aic",d=1,D=1,max.order=10,max.p=5,max.q=5,max.P=5,max.Q=5,stepwise=FALSE,allowdrift=FALSE)
and I get the following output :
Series: drivers
ARIMA(0,1,1)(5,1,1)[12]
Coefficients:
ma1 sar1 sar2 sar3 sar4 sar5 sma1
-0.6421
2007 Mar 02
0
R: ARIMA forecasting
Dear all,
I just have a short question regarding the forecasting of ARIMA models with
external regressors.
I tried to program a ARX(1) model
arx.mod <- arima(reihe.lern, order = c(1, 0, 0), seasonal =
list(order = c(0, 0, 0), period = 52), xreg = lern.design, include.mean =
TRUE)
for which I need to estimate the next (105th) value. Xreg=lern.design is -
at this time - 104 rows long. I
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;
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run;
I successfully took this data into R and used the auto.arima codes but am getting
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
2008 Sep 22
0
auto.arima help.
Hello,
I am calling the auto.arima method in the forecast package at it returns what seems to be valid Arima output. But when I feed this output to 'predict' I get:
Error in predict.Arima(catall.fit[[.index]], n.ahead = 12) :
'xreg' and 'newxreg' have different numbers of columns
Is there a way to tell what is being supplied to xreg from the Arima output?
Any ideas?
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.
2010 Jun 28
0
Forecast Package in R: auto.arima function
Hey,
I have a few doubts with regard to the usage of the auto.arima function from
the forecast package in R.
*Background:*
I have a set of about 50 time-series for which I would like to estimate the
best autroregressive model. (I want to estimate the coefficients and order
of p). Each of the series is non-stationary and are also have a non-normal
distribution. The data is non-seasonal.
My
2010 Mar 17
1
Reg GARCH+ARIMA
Hi,
Although my doubt is pretty,as i m not from stats background i am not sure
how to proceed on this.
Currently i am doing a forecasting.I used ARIMA to forecast and time series
was volatile i used garchFit for residuals.
How to use the output of Garch to correct the forecasted values from ARIMA.
Here is my code:
###delta is the data
fit<-arima(delta,order=c(2,,0,1))
fit.res <-
2006 Nov 25
2
predict and arima
Hi all,
Forecasting from an arima model is easy with predict.
But I can't manage to backcast : invent data from the model before the
begining of the sample.
The theory is easy : take your parameters, reverse your data, forecast, and
then reverse the forecast
I've tried to adapt the predict function to do that (i'm not sure that the
statistical procedure is fine (with the residuals),
2012 May 29
1
auto.arima problem
Dear all,
I would like to ask how my data set contains problems.
Here is what I have done.
SandP = read.csv("Price.csv")
library("forecast")
auto.arima(SandP)
and
R shewed this to me
Error in model.frame.default(formula = x ~ 1, drop.unused.levels = TRUE) :
invalid type (list) for variable 'x'
In my data set SandP
it contains 1 column of the daily
2008 Sep 16
0
Warning messages after auto.arima
Dear R-helpers.
Would appreciate if someone can explain the warning messages below, after
auto.arima. I couldn't find any clue in the archived help.
Also, how do I retrieve the AICs of each tried model in auto.arima? The
purposes are (1) to output to a text file, and (2) to find the 2nd best
model by finding 2nd lowest AIC instead of eyeballing thru the value at the
console