Re: [R] Revo R for Arima Implementation
On 28 October 2013 14:26, Anindita Chattopadhyay anindit...@mu-sigma.com wrote: We need to understand how we can implement this in Revo R. Most of the people here contribute to community of R not Revo R. I think it is unfair of you to request from this list to solve your Revo R issue. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Revo R for Arima Implementation
Hi Rolf, Thanks for the response. I have re-phrased the problem. Hope this will help. We're working on a project where our model tries to predict the value of bookings as a time series of past bookings as well as some external flags. The data was found to be stationary using the Dicky-Fuller test. We have only a non-seasonal component for the AR and MA terms (small p q only). No differencing was done. Then, we used values of p = 1, 7, 8 and q = 1, 7. The main issue is that the p values are additive and q values are multiplicative. We need to understand how we can implement this in Revo R. Just to add, since we have external flags , we cannot make use of SARIMA function. Please let me know if any other questions. Thank you in advance! Regards, Anindita Chattopadhyay | +919886800606 | www.mu-sigma.com | -Original Message- From: Rolf Turner [mailto:r.tur...@auckland.ac.nz] Sent: Saturday, October 26, 2013 1:56 AM To: Anindita Chattopadhyay Cc: r-help@r-project.org; Harish K Subject: Re: [R] Revo R for Arima Implementation Your question is pretty well totally opaque to me. Describe the model you want to fit in mathematical terms, rather than referring to The Package That Must Not Be Named. This is the ***R*** list. It is possible that you might want to make use of the seasonal argument to the arima() function. cheers, Rolf Turner On 10/26/13 01:19, Anindita Chattopadhyay wrote: Hello There, We have used ARIMA(multiplicative MA and additive AR) model in SAS to come to our results. Please let me know how could that be implemented in R. Like, In SAS we can pass the variable as AR= (1,7) and MA=(1)(7) which is additive and multiplicative respectively. In R we have the option as : order = c(0, 0, 0) which is (p,d,q).Is there any specific way/code such that we specify the additive AR and multiplicative MA simultaneously? This email message may contain proprietary, private and confidential information. The information transmitted is intended only for the person(s) or entities to which it is addressed. Any review, retransmission, dissemination or other use of, or taking of any action in reliance upon, this information by persons or entities other than the intended recipient is prohibited and may be illegal. If you received this in error, please contact the sender and delete the message from your system. Mu Sigma takes all reasonable steps to ensure that its electronic communications are free from viruses. However, given Internet accessibility, the Company cannot accept liability for any virus introduced by this e-mail or any attachment and you are advised to use up-to-date virus checking software. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Revo R for Arima Implementation
You still don't seem to get the hint that support that is SPECIFIC to Revolution R is off- topic on this mailing list. Since you have identified your subject so clearly, we can only safely respond that we cannot answer you. If you change your mind and decide to ask what can be done in R (which should also work in Revolution R but may not be optimal), you should also read the Posting Guide and post a reproducible example that demonstrates where you are in your analysis. You should also use the RSiteSearch function to look up packages that might address your needs, since this is not a statistics theory discussion forum either. --- Jeff NewmillerThe . . Go Live... DCN:jdnew...@dcn.davis.ca.usBasics: ##.#. ##.#. Live Go... Live: OO#.. Dead: OO#.. Playing Research Engineer (Solar/BatteriesO.O#. #.O#. with /Software/Embedded Controllers) .OO#. .OO#. rocks...1k --- Sent from my phone. Please excuse my brevity. Anindita Chattopadhyay anindit...@mu-sigma.com wrote: Hi Rolf, Thanks for the response. I have re-phrased the problem. Hope this will help. We're working on a project where our model tries to predict the value of bookings as a time series of past bookings as well as some external flags. The data was found to be stationary using the Dicky-Fuller test. We have only a non-seasonal component for the AR and MA terms (small p q only). No differencing was done. Then, we used values of p = 1, 7, 8 and q = 1, 7. The main issue is that the p values are additive and q values are multiplicative. We need to understand how we can implement this in Revo R. Just to add, since we have external flags , we cannot make use of SARIMA function. Please let me know if any other questions. Thank you in advance! Regards, Anindita Chattopadhyay | +919886800606 | www.mu-sigma.com | -Original Message- From: Rolf Turner [mailto:r.tur...@auckland.ac.nz] Sent: Saturday, October 26, 2013 1:56 AM To: Anindita Chattopadhyay Cc: r-help@r-project.org; Harish K Subject: Re: [R] Revo R for Arima Implementation Your question is pretty well totally opaque to me. Describe the model you want to fit in mathematical terms, rather than referring to The Package That Must Not Be Named. This is the ***R*** list. It is possible that you might want to make use of the seasonal argument to the arima() function. cheers, Rolf Turner On 10/26/13 01:19, Anindita Chattopadhyay wrote: Hello There, We have used ARIMA(multiplicative MA and additive AR) model in SAS to come to our results. Please let me know how could that be implemented in R. Like, In SAS we can pass the variable as AR= (1,7) and MA=(1)(7) which is additive and multiplicative respectively. In R we have the option as : order = c(0, 0, 0) which is (p,d,q).Is there any specific way/code such that we specify the additive AR and multiplicative MA simultaneously? This email message may contain proprietary, private and confidential information. The information transmitted is intended only for the person(s) or entities to which it is addressed. Any review, retransmission, dissemination or other use of, or taking of any action in reliance upon, this information by persons or entities other than the intended recipient is prohibited and may be illegal. If you received this in error, please contact the sender and delete the message from your system. Mu Sigma takes all reasonable steps to ensure that its electronic communications are free from viruses. However, given Internet accessibility, the Company cannot accept liability for any virus introduced by this e-mail or any attachment and you are advised to use up-to-date virus checking software. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Revo R for Arima Implementation
Your question still makes no sense at all to me. You provide no example code and no data. You do not specify, in any comprehensible way, what model you are trying to fit. And as Jeff Newmiller said, if you are concerned with Revo R why are you posting to r-help? Please get your act together or stop cluttering up the r-help list. cheers, Rolf Turner On 10/29/13 02:26, Anindita Chattopadhyay wrote: Hi Rolf, Thanks for the response. I have re-phrased the problem. Hope this will help. We're working on a project where our model tries to predict the value of bookings as a time series of past bookings as well as some external flags. The data was found to be stationary using the Dicky-Fuller test. We have only a non-seasonal component for the AR and MA terms (small p q only). No differencing was done. Then, we used values of p = 1, 7, 8 and q = 1, 7. The main issue is that the p values are additive and q values are multiplicative. We need to understand how we can implement this in Revo R. Just to add, since we have external flags , we cannot make use of SARIMA function. Please let me know if any other questions. Thank you in advance! Regards, Anindita Chattopadhyay | +919886800606 | www.mu-sigma.com | -Original Message- From: Rolf Turner [mailto:r.tur...@auckland.ac.nz] Sent: Saturday, October 26, 2013 1:56 AM To: Anindita Chattopadhyay Cc: r-help@r-project.org; Harish K Subject: Re: [R] Revo R for Arima Implementation Your question is pretty well totally opaque to me. Describe the model you want to fit in mathematical terms, rather than referring to The Package That Must Not Be Named. This is the ***R*** list. It is possible that you might want to make use of the seasonal argument to the arima() function. cheers, Rolf Turner On 10/26/13 01:19, Anindita Chattopadhyay wrote: Hello There, We have used ARIMA(multiplicative MA and additive AR) model in SAS to come to our results. Please let me know how could that be implemented in R. Like, In SAS we can pass the variable as AR= (1,7) and MA=(1)(7) which is additive and multiplicative respectively. In R we have the option as : order = c(0, 0, 0) which is (p,d,q).Is there any specific way/code such that we specify the additive AR and multiplicative MA simultaneously? __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] Revo R for Arima Implementation
Your question is pretty well totally opaque to me. Describe the model you want to fit in mathematical terms, rather than referring to The Package That Must Not Be Named. This is the ***R*** list. It is possible that you might want to make use of the seasonal argument to the arima() function. cheers, Rolf Turner On 10/26/13 01:19, Anindita Chattopadhyay wrote: Hello There, We have used ARIMA(multiplicative MA and additive AR) model in SAS to come to our results. Please let me know how could that be implemented in R. Like, In SAS we can pass the variable as AR= (1,7) and MA=(1)(7) which is additive and multiplicative respectively. In R we have the option as : order = c(0, 0, 0) which is (p,d,q).Is there any specific way/code such that we specify the additive AR and multiplicative MA simultaneously? __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
