Hi I am not an expert in time series but I believe you can check easily different values for arima parameters based on ACF and PACF. To give you better help I would need to study some literature and I believe you could more easily do it yourself.
Best regards Petr r-help-boun...@r-project.org napsal dne 30.11.2010 00:31:11: > > practically we have to pass all these stages: > he did it today with a similar case, where there is non trend, but a > seasonality. > I've to modify this data for canadian lynx and i know how to do it. > the problem is to chose the correct p q d P Q D and comment the results for > the graphs and the reasons of my graphs... > > rm(list=ls()) > N = length(nottem) > max_lag = 20 > plot(nottem) > par(ask=TRUE) > diff_12 = diff(nottem,lag=12) > plot(diff_12) > N = length(diff_12) > max_lag = 36 > acf(diff_12,max_lag) > pacf(diff_12,max_lag) > res = arima(diff_12, order = c(1, 0, 0), seasonal = list(order = c(1, 0, 1), > period = 12)) > residui = res$residuals > acf_r = acf(residui,max_lag,type="corr") > acf_res = acf_r$acf > Q = N * sum(acf_res[2:max_lag]^2) > p_val = 1 - pchisq(Q, max_lag - 2) > print(p_val) > readline() > > # Forecasting: (1) Holt Winters > > m <- HoltWinters(nottem, seasonal = "add") > p1 <- predict(m, 6, prediction.interval = TRUE) > plot(m) > par(ask=TRUE) > plot(fitted(m)) > print(p1) > > # 2. SARIMA > > p2 = predict(arima(nottem, order = c(1, 0, 0), seasonal = list(order = c(1, > 1, 1), period = 12)), n.ahead = 12) > p3 = p2$pred > p3 = ts(p3,start=1940,frequency=12) > > # plotting both the observed series and the forecasts > > final = c(nottem,p3) > final = ts(final,start=1920,frequency=12) > plot(final,type="b") > lines(p3,type="b",col="red") > > > > > > > > > > > > > > > #p2 = predict(res, n.ahead = 6) > #x = log(AirPassengers) > #n = length(x) > #p2_level1 = exp(x[n-11] + (x[n] - x[n-12]) - p2$pred[1]) > #h = 6 > #p2_level = rep(0,h) > #x = c(x,rep(0,h)) > #for (i in 1:h) > #{ > # p2_level[i] = exp(x[n-12+i] + (x[n-1+i] - x[n-12+(i-1)]) - p2$pred[i]) > # x[n+i] = log(p2_level[i]) > #} > -- > View this message in context: http://r.789695.n4.nabble.com/HELPPPPPP- > tp3063358p3064637.html > Sent from the R help mailing list archive at Nabble.com. > > ______________________________________________ > R-help@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. ______________________________________________ R-help@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.