Subject: Re: Re: [R] arma.predict? Date: Sat, 17 May 2003 05:24:29 +1000 From: "Skanda Kallur; MEngg" <s2112930 at student.rmit.edu.au> To: ripley at stats.ox.ac.uk CC: r-help at stat.math.ethz.ch Professor, thanks for the reply, I am using Auto Regression Moving Average arma()(sorry it wasnt ARMA) which comes under tseries package to fit my data and I am intending to predict with arma fitted data but couldnt find a method to do it.
Pls use arima from ts. arma from tseries is preliminary and will soonly be removed in the current form.
Interestingly, I found two packages at http://www.itp.phys.ethz.ch/econophysics/R/ which has packages called fbasic and fseries. fseries has arma.predict() but it threw some error, I wasnt able to install it. I would appreciate if you could have a look at it.
As far as I know, those packages are still preliminary. So if you want to use them, maybe you contact the author Diethelm W?rtz wuertz at itp.phys.ethz.ch best Adrian
Regards Skanda -----Original Message----- From: Prof Brian Ripley <ripley at stats.ox.ac.uk> To: "Skanda Kallur; MEngg" <s2112930 at student.rmit.edu.au> Date: Fri, 16 May 2003 19:29:37 +0100 (BST) Subject: Re: [R] ARMA.predict? On Sat, 17 May 2003, Skanda Kallur; MEngg wrote:
Hi there, Does anyone know how to predict ARMA? It doesn??????t have either predict or forecast methods. I found couple of packages called fbasic and fseries at http://www.itp.phys.ethz.ch/econophysics/R/, which has ??????arma.predict?????? in it, but it doesn??????t seem to be working. Any help in this regard would be appreciated. Thanks in advance.
Well, R comes with arima and arima0 functions, and both have predict methods. What is ARMA and where did you get it from? -- 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 Skanda Kallur "Prediction is very difficult, especially if it's about the future." --Niels Bohr
-- Dr. Adrian Trapletti Phone : +41 (0) 1 994 5631 Trapletti Statistical Computing Mobile: +41 (0)76 370 5631 Wildsbergstrasse 31 Fax : +41 (0) 1 994 5631 CH-8610 Uster Email : mailto:a.trapletti at bluewin.ch Switzerland WWW : http://trapletti.homelinux.com