Hi All, I am new to R, having used S-plus a number of years back. I would like to set up a time series object for forecasting, with data collected daily between 5th April 2001 and 16th September 2001. Any help would be most appreciated as I have been unable to find any suitable examples in the documentation. Thanks, Mark. -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
Defining time series objects
3 messages · Mark Scarr, Giovanni Petris, Paul Gilbert
Look at the library ts. In particular, you may want to look at the functions arima0 and predict.arima0. GP
__________________________________________________ [ ] [ Giovanni Petris GPetris at uark.edu ] [ Department of Mathematical Sciences ] [ University of Arkansas - Fayetteville, AR 72701 ] [ Ph: (501) 575-6324, 575-8630 (fax) ] [ http://definetti.uark.edu/~gpetris/ ] [__________________________________________________] > Date: Tue, 30 Oct 2001 16:47:16 -0800 > From: Mark Scarr <mscarr at excitehome.net> > Sender: owner-r-help at stat.math.ethz.ch > Precedence: SfS-bulk > Content-Type: text/plain; charset=us-ascii > Content-Length: 679 > > Hi All, > > I am new to R, having used S-plus a number of years back. > I would like to set up a time series object for forecasting, with data > collected daily between 5th April 2001 and 16th September 2001. > Any help would be most appreciated as I have been unable to find any > suitable examples in the documentation. > > > Thanks, > > > Mark. > > -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- > r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html > Send "info", "help", or "[un]subscribe" > (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch > _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._ > -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
I am new to R, having used S-plus a number of years back. I would like to set up a time series object for forecasting, with data collected daily between 5th April 2001 and 16th September 2001. Any help would be most appreciated as I have been unable to find any suitable examples in the documentation.
If you are considering multivariate ARMA or state space models then you might look at the dse bundle of packages on CRAN. You might also find dse useful if you are looking at multi-period forecasts from univariate models. There is a new version of dse on CRAN, but I have not widely advertised it as I intend to soon clean up a couple of small glitches. In particular, I mistakenly put the Users' Guide (which has lots of forecasting examples) in the bundle subdirectory inst/doc rather than dse1/inst/doc. Thus, it is distributed with the bundle but does not get installed in an obvious place. I have not used dse very much with daily data. Although it should not make any difference, one is sometimes surprised. Please let me know if you have any difficulty. Paul Gilbert -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._