Hi All, Is there any way to 1) Convert the below forecast to a datafram 2) Any way to write it to an excel table? library(vars) library(fpp)VARselect(usconsumption, lag.max = 3, type="const")$selectionvar <- VAR(usconsumption, p=1,type = "both",lag.max = 3) serial.test(var, lags.pt = 3,type = "PT.asymptotic") fcst <- forecast(var) Regards Lal
Export Forecasted output to a table (excel)
9 messages · Lal Prasad, Rolf Turner, Daniel Nordlund +3 more
On 02/02/17 08:03, Lal Prasad wrote:
Hi All, Is there any way to 1) Convert the below forecast to a datafram 2) Any way to write it to an excel table? library(vars) library(fpp)VARselect(usconsumption, lag.max = 3, type="const")$selectionvar <- VAR(usconsumption, p=1,type = "both",lag.max = 3) serial.test(var, lags.pt = 3,type = "PT.asymptotic") fcst <- forecast(var)
(1) Read the posting guide.
(2) In particular don't post in HTML.
(3) As it appears, your code makes no sense to me.
(4) DON'T use Excel. Ever. See:
http://www.stat.uiowa.edu/~jcryer/JSMTalk2001.pdf
cheers,
Rolf Turner
Technical Editor ANZJS Department of Statistics University of Auckland Phone: +64-9-373-7599 ext. 88276
On 2/1/2017 2:05 PM, Rolf Turner wrote:
On 02/02/17 08:03, Lal Prasad wrote:
Hi All, Is there any way to 1) Convert the below forecast to a datafram 2) Any way to write it to an excel table? library(vars) library(fpp)VARselect(usconsumption, lag.max = 3, type="const")$selectionvar <- VAR(usconsumption, p=1,type = "both",lag.max = 3) serial.test(var, lags.pt = 3,type = "PT.asymptotic") fcst <- forecast(var)
(1) Read the posting guide.
(2) In particular don't post in HTML.
(3) As it appears, your code makes no sense to me.
(4) DON'T use Excel. Ever. See:
http://www.stat.uiowa.edu/~jcryer/JSMTalk2001.pdf
cheers,
Rolf Turner
Unfortunately, that link appears to be broken / does not exist anymore. Dan
Daniel Nordlund Port Townsend, WA USA
On Feb 1, 2017, at 2:25 PM, Daniel Nordlund <djnordlund at gmail.com> wrote: On 2/1/2017 2:05 PM, Rolf Turner wrote:
On 02/02/17 08:03, Lal Prasad wrote:
Hi All, Is there any way to 1) Convert the below forecast to a datafram 2) Any way to write it to an excel table? library(vars) library(fpp)VARselect(usconsumption, lag.max = 3, type="const")$selectionvar <- VAR(usconsumption, p=1,type = "both",lag.max = 3) serial.test(var, lags.pt = 3,type = "PT.asymptotic") fcst <- forecast(var)
(1) Read the posting guide.
(2) In particular don't post in HTML.
(3) As it appears, your code makes no sense to me.
(4) DON'T use Excel. Ever. See:
http://www.stat.uiowa.edu/~jcryer/JSMTalk2001.pdf
cheers,
Rolf Turner
Unfortunately, that link appears to be broken / does not exist anymore.
A google-search quickly turned up this: http://people.stat.sfu.ca/~cschwarz/Stat-650/Notes/Handouts.readings/ExcelPracticalforStat.pdf
Dan -- Daniel Nordlund Port Townsend, WA USA
______________________________________________ R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.
David Winsemius Alameda, CA, USA
On Feb 1, 2017, at 2:30 PM, David Winsemius <dwinsemius at comcast.net> wrote:
On Feb 1, 2017, at 2:25 PM, Daniel Nordlund <djnordlund at gmail.com> wrote: On 2/1/2017 2:05 PM, Rolf Turner wrote:
On 02/02/17 08:03, Lal Prasad wrote:
Hi All, Is there any way to 1) Convert the below forecast to a datafram 2) Any way to write it to an excel table? library(vars) library(fpp)VARselect(usconsumption, lag.max = 3, type="const")$selectionvar <- VAR(usconsumption, p=1,type = "both",lag.max = 3) serial.test(var, lags.pt = 3,type = "PT.asymptotic") fcst <- forecast(var)
(1) Read the posting guide. (2) In particular don't post in HTML. (3) As it appears, your code makes no sense to me. (4) DON'T use Excel. Ever. See: http://www.stat.uiowa.edu/~jcryer/JSMTalk2001.pdf cheers, Rolf Turner
Unfortunately, that link appears to be broken / does not exist anymore.
A google-search quickly turned up this: http://people.stat.sfu.ca/~cschwarz/Stat-650/Notes/Handouts.readings/ExcelPracticalforStat.pdf
That did seem somewhat dated after I read it (being 15 years old) and I think other resources might be more current: https://web.stanford.edu/group/ssds/cgi-bin/drupal/files/Guides/Using%20Excel%20for%20Data%20Manipulation%20and%20Statistical%20Analysis_1.pdf http://people.umass.edu/evagold/excel.html http://www.burns-stat.com/documents/tutorials/spreadsheet-addiction http://www.phusewiki.org/docs/2009%20PAPERS/SP06.pdf http://homepages.ulb.ac.be/~gmelard/rech/gmelard_csda23.pdf
David. > >> >> Dan >> >> -- >> Daniel Nordlund >> Port Townsend, WA USA >> >> ______________________________________________ >> R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see >> 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. > > David Winsemius > Alameda, CA, USA > > ______________________________________________ > R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see > 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. David Winsemius Alameda, CA, USA
On 02/02/17 11:25, Daniel Nordlund wrote:
On 2/1/2017 2:05 PM, Rolf Turner wrote:
On 02/02/17 08:03, Lal Prasad wrote:
Hi All, Is there any way to 1) Convert the below forecast to a datafram 2) Any way to write it to an excel table? library(vars) library(fpp)VARselect(usconsumption, lag.max = 3, type="const")$selectionvar <- VAR(usconsumption, p=1,type = "both",lag.max = 3) serial.test(var, lags.pt = 3,type = "PT.asymptotic") fcst <- forecast(var)
(1) Read the posting guide.
(2) In particular don't post in HTML.
(3) As it appears, your code makes no sense to me.
(4) DON'T use Excel. Ever. See:
http://www.stat.uiowa.edu/~jcryer/JSMTalk2001.pdf
cheers,
Rolf Turner
Unfortunately, that link appears to be broken / does not exist anymore.
Thanks for pointing that out Dan. The following rather messy link does seem to work. The line gets wrapped (at least it does in my mailer) so you may need to mess around copying and pasting. https://www.google.co.nz/url?sa=t&rct=j&q=&esrc=s&source=web&cd=1&cad=rja&uact=8&ved=0ahUKEwilxsmC_O_RAhVEmJQKHeTKDrkQFggYMAA&url=https%3A%2F%2Foit.utk.edu%2Fresearch%2Fdocumentation%2FDocuments%2FExcelStatProbs.pdf&usg=AFQjCNEocZnHA4b9_9FNxkD2lzHBA9EaNw cheers, Rolf P.S. See also: http://www.burns-stat.com/documents/tutorials/spreadsheet-addiction/ R.
Technical Editor ANZJS Department of Statistics University of Auckland Phone: +64-9-373-7599 ext. 88276
On Feb 1, 2017, at 4:30 PM, David Winsemius <dwinsemius at comcast.net> wrote:
On Feb 1, 2017, at 2:25 PM, Daniel Nordlund <djnordlund at gmail.com> wrote: On 2/1/2017 2:05 PM, Rolf Turner wrote:
On 02/02/17 08:03, Lal Prasad wrote:
Hi All, Is there any way to 1) Convert the below forecast to a datafram 2) Any way to write it to an excel table? library(vars) library(fpp)VARselect(usconsumption, lag.max = 3, type="const")$selectionvar <- VAR(usconsumption, p=1,type = "both",lag.max = 3) serial.test(var, lags.pt = 3,type = "PT.asymptotic") fcst <- forecast(var)
(1) Read the posting guide. (2) In particular don't post in HTML. (3) As it appears, your code makes no sense to me. (4) DON'T use Excel. Ever. See: http://www.stat.uiowa.edu/~jcryer/JSMTalk2001.pdf cheers, Rolf Turner
Unfortunately, that link appears to be broken / does not exist anymore.
A google-search quickly turned up this: http://people.stat.sfu.ca/~cschwarz/Stat-650/Notes/Handouts.readings/ExcelPracticalforStat.pdf
The original 2001 JSM presentation by Jon Cryer is available here: https://oit.utk.edu/research/documentation/Documents/ExcelStatProbs.pdf and here: http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.617.4297&rep=rep1&type=pdf It would appear that he has retired from Iowa and may no longer have an online directory. Patrick Burns also has a very good presentation and a reference listing here: http://www.burns-stat.com/documents/tutorials/spreadsheet-addiction/ as does Frank: http://biostat.mc.vanderbilt.edu/wiki/Main/ExcelProblems FWIW, in the context of a nuanced response and differentiating between using Excel for any actual analyses, which is largely what the above references are warning against and simply for narrowly exporting R results, there are various packages available that can facilitate that, presuming you solve the underlying issue of getting the data into a compatible format (e.g. data frame). The R Data Import/Export Manual is helpful here: https://cran.r-project.org/doc/manuals/r-release/R-data.html The use of the ?str function can help provide insights into the structure of the returned object and how you might access selected components of the structure to achieve your goal. An alternative to using Excel would be to use something like the Knitr package, which supports the use of markdown and can facilitate exporting formatted tables, etc. to HTML, PDF and so forth: https://yihui.name/knitr/ Regards, Marc Schwartz
Dan -- Daniel Nordlund Port Townsend, WA USA
______________________________________________ R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.
David Winsemius Alameda, CA, USA
______________________________________________ R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.
Thanks all for the information provided. Is there any way I could convert an object of type mforecast (output of forecast()) to dataframe?
On Thu, Feb 2, 2017 at 12:33 AM, Lal Prasad <lal.prasad at gmail.com> wrote:
Hi All, Is there any way to 1) Convert the below forecast to a datafram 2) Any way to write it to an excel table? library(vars) library(fpp)VARselect(usconsumption, lag.max = 3, type="const")$selectionvar <- VAR(usconsumption, p=1,type = "both",lag.max = 3) serial.test(var, lags.pt = 3,type = "PT.asymptotic") fcst <- forecast(var) Regards Lal
Hello, Objects of type mforecast are list with many members. In order to have a data.frame you need to tell us which members you want. Do not mistake the output of the print method with the object, to see what mforecast objects are try str(fcst) Rui Barradas Em 02-02-2017 01:55, Lal Prasad escreveu:
Thanks all for the information provided. Is there any way I could convert an object of type mforecast (output of forecast()) to dataframe? On Thu, Feb 2, 2017 at 12:33 AM, Lal Prasad <lal.prasad at gmail.com> wrote:
Hi All, Is there any way to 1) Convert the below forecast to a datafram 2) Any way to write it to an excel table? library(vars) library(fpp)VARselect(usconsumption, lag.max = 3, type="const")$selectionvar <- VAR(usconsumption, p=1,type = "both",lag.max = 3) serial.test(var, lags.pt = 3,type = "PT.asymptotic") fcst <- forecast(var) Regards Lal
[[alternative HTML version deleted]]
______________________________________________ R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.