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arima time series in R
5 messages · Brian Ripley, Aakanksha Dahiya01, Pascal Oettli
On 07/06/2013 12:21, Aakanksha Dahiya01 wrote:
Hi Could just anyone explain me the coefficients in the output of arima model
The person who wrote the help page already did, but that is hardly 'just anyone'.
timeseriesarima <- arima(series, order=c(1,1,2))
timeseriesarima
Series: series
ARIMA(1,1,2)
Coefficients:
ar1 ma1 ma2
0.9744 -1.7695 0.7873
s.e. 0.0310 0.0481 0.0426
sigma^2 estimated as 337.4: log likelihood=-1096.03
AIC=2200.07 AICc=2200.23 BIC=2214.2
That is not from arima in package stats, so you need to follow the posting guide to tell us whose wrapper it is and hence which help page to read. (Possibly package TSA.)
[[alternative HTML version deleted]]
______________________________________________ R-help at 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.
That does mean you.
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
2 days later
I am just performing arima time series analysis here.. and package used is "forecast". I am just not able what is ar1,ma1 and ma2. -----Original Message----- From: Prof Brian Ripley [mailto:ripley at stats.ox.ac.uk] Sent: Friday, June 07, 2013 5:29 PM To: Aakanksha Dahiya01 Cc: r-help at r-project.org Subject: Re: [R] arima time series in R
On 07/06/2013 12:21, Aakanksha Dahiya01 wrote:
Hi Could just anyone explain me the coefficients in the output of arima model
The person who wrote the help page already did, but that is hardly 'just anyone'.
timeseriesarima <- arima(series, order=c(1,1,2))
timeseriesarima
Series: series
ARIMA(1,1,2)
Coefficients:
ar1 ma1 ma2
0.9744 -1.7695 0.7873
s.e. 0.0310 0.0481 0.0426
sigma^2 estimated as 337.4: log likelihood=-1096.03
AIC=2200.07 AICc=2200.23 BIC=2214.2
That is not from arima in package stats, so you need to follow the posting guide to tell us whose wrapper it is and hence which help page to read. (Possibly package TSA.)
[[alternative HTML version deleted]]
______________________________________________ R-help at 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.
That does mean you.
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 **************** CAUTION - Disclaimer ***************** This e-mail contains PRIVILEGED AND CONFIDENTIAL INFORMATION intended solely for the use of the addressee(s). If you are not the intended recipient, please notify the sender by e-mail and delete the original message. Further, you are not to copy, disclose, or distribute this e-mail or its contents to any other person and any such actions are unlawful. This e-mail may contain viruses. Infosys has taken every reasonable precaution to minimize this risk, but is not liable for any damage you may sustain as a result of any virus in this e-mail. You should carry out your own virus checks before opening the e-mail or attachment. Infosys reserves the right to monitor and review the content of all messages sent to or from this e-mail address. Messages sent to or from this e-mail address may be stored on the Infosys e-mail system. ***INFOSYS******** End of Disclaimer ********INFOSYS***
It would be great help if someone just tell me what does ar1,ma1 and ma2 signify here.. how do I further predict from these coefficients.. -----Original Message----- From: Aakanksha Dahiya01 Sent: Monday, June 10, 2013 9:54 AM To: 'Prof Brian Ripley' Cc: r-help at r-project.org Subject: RE: [R] arima time series in R I am just performing arima time series analysis here.. and package used is "forecast". I am just not able what is ar1,ma1 and ma2. -----Original Message----- From: Prof Brian Ripley [mailto:ripley at stats.ox.ac.uk] Sent: Friday, June 07, 2013 5:29 PM To: Aakanksha Dahiya01 Cc: r-help at r-project.org Subject: Re: [R] arima time series in R
On 07/06/2013 12:21, Aakanksha Dahiya01 wrote:
Hi Could just anyone explain me the coefficients in the output of arima model
The person who wrote the help page already did, but that is hardly 'just anyone'.
timeseriesarima <- arima(series, order=c(1,1,2))
timeseriesarima
Series: series
ARIMA(1,1,2)
Coefficients:
ar1 ma1 ma2
0.9744 -1.7695 0.7873
s.e. 0.0310 0.0481 0.0426
sigma^2 estimated as 337.4: log likelihood=-1096.03
AIC=2200.07 AICc=2200.23 BIC=2214.2
That is not from arima in package stats, so you need to follow the posting guide to tell us whose wrapper it is and hence which help page to read. (Possibly package TSA.)
[[alternative HTML version deleted]]
______________________________________________ R-help at 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.
That does mean you.
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 **************** CAUTION - Disclaimer ***************** This e-mail contains PRIVILEGED AND CONFIDENTIAL INFORMATION intended solely for the use of the addressee(s). If you are not the intended recipient, please notify the sender by e-mail and delete the original message. Further, you are not to copy, disclose, or distribute this e-mail or its contents to any other person and any such actions are unlawful. This e-mail may contain viruses. Infosys has taken every reasonable precaution to minimize this risk, but is not liable for any damage you may sustain as a result of any virus in this e-mail. You should carry out your own virus checks before opening the e-mail or attachment. Infosys reserves the right to monitor and review the content of all messages sent to or from this e-mail address. Messages sent to or from this e-mail address may be stored on the Infosys e-mail system. ***INFOSYS******** End of Disclaimer ********INFOSYS***
Hi, library(forecast) ?Arima And if you don't know what "ar" and "ma" are, you probably should read some book before to go further. Regards, Pascal
On 10/06/13 14:03, Aakanksha Dahiya01 wrote:
It would be great help if someone just tell me what does ar1,ma1 and ma2 signify here.. how do I further predict from these coefficients.. -----Original Message----- From: Aakanksha Dahiya01 Sent: Monday, June 10, 2013 9:54 AM To: 'Prof Brian Ripley' Cc: r-help at r-project.org Subject: RE: [R] arima time series in R I am just performing arima time series analysis here.. and package used is "forecast". I am just not able what is ar1,ma1 and ma2. -----Original Message----- From: Prof Brian Ripley [mailto:ripley at stats.ox.ac.uk] Sent: Friday, June 07, 2013 5:29 PM To: Aakanksha Dahiya01 Cc: r-help at r-project.org Subject: Re: [R] arima time series in R On 07/06/2013 12:21, Aakanksha Dahiya01 wrote:
Hi Could just anyone explain me the coefficients in the output of arima model
The person who wrote the help page already did, but that is hardly 'just anyone'.
timeseriesarima <- arima(series, order=c(1,1,2))
timeseriesarima
Series: series
ARIMA(1,1,2)
Coefficients:
ar1 ma1 ma2
0.9744 -1.7695 0.7873
s.e. 0.0310 0.0481 0.0426
sigma^2 estimated as 337.4: log likelihood=-1096.03
AIC=2200.07 AICc=2200.23 BIC=2214.2
That is not from arima in package stats, so you need to follow the posting guide to tell us whose wrapper it is and hence which help page to read. (Possibly package TSA.)
[[alternative HTML version deleted]]
______________________________________________ R-help at 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.
That does mean you.