similar to: auto.arima forecasting issue

Hello everybody! I have an ARIMA model for a time series. This model was obtained through an auto.arima function. The resulting model is a ARIMA(2,1,4)(2,0,1)[12] with drift (my time series has monthly data). Then I perform a 12-step ahead forecast to the cited model... so far so good... but when I look the plot of my forecast I see that the result is really far from the behavior of my time

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

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

Hello all, I use arima to fit the model with fit <- arima(y, order = c(1,0,1), xreg = list.indep, include.mean = TRUE) and would like to use predict() to forecast: chn.forecast <- rep(0,times=num.record) chn.forecast[1] <- y[1] for (j in 2:num.record){ indep <- c(aa=chn.forecast[j-1], list.indep[j,2:num.indep]) # this is the newxreg in the

Hello,guys: Recently, I am working on a seasonal ARIMA model. And I met some problem in the forecasting. Now I just want to know that How does R perform the predict procedure(the predict formula, the initial setting of errors,etc.)? I run the following commands and get the original code of the "predict" command, but I can't read it. Can anybody explain it to me? Thanks! saji from

When I run predict.Arima in my code, I get warnings like: Warning message: In cbind(intercept = rep(1, n), xreg) : number of rows of result is not a multiple of vector length (arg 1) I think this is because I'm not running predict.Arima in the same environment that I did the fit, so the data object used in the fit is no longer present. Looking at the predict.Arima source,

Hello, i would like to ask you another question. Is exist anymethod to vectors that tells me the last element?That is to say,I have a vector, I want to return the position of last element. I hope having explained. A greeting, Ignacio. -- View this message in context: http://old.nabble.com/Method-tp26493442p26493442.html Sent from the R help mailing list archive at Nabble.com.

Dear all, I am fitting an arimax (arima with some extra explanatory variables) model to a time series. Say, I have a Y (dependent variable) and an X (explanatory). Y is 100 observations (time series) and X is 100 + 20 (20 to use for the forecast horizon). I can not make xreg work with the forecast function for an arima fit. The "predict" function seems to be working but the

Hello R experts! Last week I run in to a lot a problems triyng to fit an ARIMA model to a time series. The problem is that the internal process of the arima function call function "optim" to estimate the model parameters, so far so good... but my data presents a problem with the default method "BFGS" of the optim function, the output error looks like this: Error en

I'm trying to do the following out of sample regression with autoregressive terms and additional x variables: y(t+1)=const+B(L)*y(t)+C(1)*x_1(t)...+C(K)*x_K(t) where: B(L) = lag polynom. for AR terms C(1..K) = are the coeffs. on K exogenous variables that have only 1 lag Question 1: ----------- Suppose I use arima to fit the model:

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

I'm using the arima function to estimate coefficients and also using predict.Arima to forecast. This works nicely and I can see that the results are the same as using SAS's proc arima. I can also take the coefficent estimates for a simple model like ARIMA(2,1,0) and manually compute the forecast. The results agree to 5 or 6 decimal places. I can do this for models with and without

Hi all there I am enjoying R since 2 weeks and I come to my first deadlock, il am trying to use predict.Arima in the ts package. I get a "Error in cbind(...) : cannot create a matrix from these types" -- Start R session ----------------------------------------------------- > fitdiv <- arima(data, c(2, 0, 3), xreg = y ) ; print(fitdiv) Call: arima(x = data, order = c(2, 0, 3),

What is equivalent to DROP or KEEP statements of SAS in R? -- This message was sent on behalf of sarjinder at yahoo.com at openSubscriber.com http://www.opensubscriber.com/messages/r-help at r-project.org/topic.html

Hello, I'm having problems reading a shapefile with read.shape (maptools). I'm absolutely sure my file is there, but I get "no such file". The wd is ok, since read.table for example does find the file. > getwd() [1] "D:/somedirectory/R scripts" > read.table("cities.shp") Error in read.table("cities.shp") : empty beginning of file In addition:

Hello, I'm trying to find out how I can move the y axis label of a horizontal barplot further away from the axis, in order to avoid overlap between the names (which I have rotated using las=1) and the label. I have been fiddling with the graphical parameters but nothing seems to work. Maybe a graphical representation of the graphical parameters would be helpful (cf the CSS box model).

Hi all there I am enjoying R since 2 weeks and I come to my first deadlock, il am trying to use predict.Arima in the ts package. I get a "Error in cbind(...) : cannot create a matrix from these types" -- Start R session ----------------------------------------------------- > fitdiv <- arima(data, c(2, 0, 3), xreg = y ) ; print(fitdiv) Call: arima(x = data, order = c(2, 0, 3),

helleo ,I have one wildcard installed on the server,and configured it.there are two modules which both FXOs .all configurations complete,and when we start asterisk use "asterisk -vvvvc",it shows asterisk ready,no warnings.afterwards when the sever connected to the PSTN in the one port which configured,and have a phone line connected to the other port then run

Hi, I am trying to run the following nonlinear regression model. > nreg <- nls(y ~ exp(-b*x), data = mydf, start = list(b = 0), alg = "default", trace = TRUE) OUTPUT: 24619327 : 0 24593178 : 0.0001166910 24555219 : 0.0005019005 24521810 : 0.001341571 24500774 : 0.002705402 24490713 : 0.004401078 24486658 : 0.00607728 24485115 : 0.007484372

Thanks for your help with me about the way to access type and size of Value. But, I want also know the interface for me to access the type or size of virtual registers in the SSA form. 1. I find no way to associate the virtual registers with the Value class. 2. I also tried to get the size of register nReg by: TargetRegisterClass::getSize(), where the TargetRegisterClass object is obtained by