they
are in very weird parts of parameter spaces.
JN
On 10/22/2011 06:00 AM, r-help-requ...@r-project.org wrote:
Message: 54
Date: Fri, 21 Oct 2011 15:59:12 -0200
From: Fl?vio Fagundes flavi...@gmail.com
To: r-help r-help@r-project.org
Subject: [R] Arima Models - Error and jump error
Hi people,
I´m trying to development a simple routine to run many Arima models result
from some parâmeters combination.
My data test have one year and daily level.
A part of routine is:
for ( d in 0:1 )
{ for ( p in 0:3 )
{ for ( q in 0:3 )
{ for ( sd in 0:1 )
{
Perhaps:
require(forecast)
?auto.arima #
Or look into package fitAR. The first performs seasonal optimization so it is
likely better for your application.
Ken Hutchison
On Oct 21, 2554 BE, at 1:59 PM, Flávio Fagundes flavi...@gmail.com wrote:
Hi people,
I´m trying to development a
I know for ARIMA models in R, there is an order parameter. I want to create a
diverse set of ARIMA models by modifying the p,q,and d terms. I have a for
loop that applies ARIMA models to a time series in this order:
ARIMA(1,1,1)
ARIMA(2,2,2)
ARIMA(3,3,3)
ARIMA(4,4,4)
ARIMA(5,5,5).
Does this make
To me what is looking most exotic is the different orders of integration of
your models, which you are assuming starting from 1 through 5. All
asymptotic results regrading the distribution of the model parameters based
on the fact that original DGP has exactly 1 as the order of integration,
Dear All
Can anyone help me?
fit - arima(USAccDeaths, order = c(0,1,1),seasonal = list(order=c(0,1,1
fit$sigma2
[1] 99346.89
So, the standard error for my first step prediction is
sqrt(fit$sigma2)=315.1934 like predict(fit, n.ahead = 6)$se[1]
predict(fit, n.ahead = 6)
$pred
Jan
is there some sort of R function which can advise me of the best ARIMA(p,q,r)
model to use based on the Schwarz criterion e.g for e.g p=0-5, q =0, r=0-5
or for example p+r 5???
or is this something I will have to write my own code for?
Thanks Emma
--
View this message in context:
see auto.arima in the forecast package.
On Tue, Feb 17, 2009 at 10:20 AM, emj83 stp08...@shef.ac.uk wrote:
is there some sort of R function which can advise me of the best ARIMA(p,q,r)
model to use based on the Schwarz criterion e.g for e.g p=0-5, q =0, r=0-5
or for example p+r 5???
or is
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