Fitting Arima Models and Forecasting Using Daily Historical Data
On 09/09/2013 20:36, Paul Bernal wrote:
Hello everyone, I was trying to fit an arima model to a daily historical data, but, for some reason, havent been able to. I basically have 212 observations (from 12/1/2012 to 06/30/2013) containing
Those dates are not in a standard format: ISO 8601 is preferred.
the number of transits for a particular vessel.
Which seems to be less than a year and you are trying to fit a seasonally differenced model with period 365. So I guess there are no pairs of observations a year apart. This is not really an R issue: you need to get basic advice on time-series modelling.
The following messages are produced by R: dailytrans.fit<-arima(dailytrans$transits, order=c(0,1,2), seasonal=list(order=c(0,1,2), period=365), include.mean=FALSE) Error in arima(dailytrans$transits, order = c(0, 1, 2), seasonal = list(order = c(0, : too few non-missing observations
dailytrans.fit<-arima(dailytrans$transits, order=c(0,1,2),
seasonal=list(order=c(0,1,2), period=200), include.mean=FALSE) Error in makeARIMA(trarma[[1]], trarma[[2]], Delta, kappa) : maximum supported lag is 350 Then I tried the auto.arima function but the following happened:
Which is not part of R.
fit<-auto.arima(dailytrans$transits) Warning in if (class(fit) != "try-error") offset <- -2 * fit$loglik - length(x) * : the condition has length > 1 and only the first element will be used If anyone could give me some guidance I will really truly appreciate it, Best regards, Paul
Brian D. Ripley, ripley at stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595