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@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:rip...@stats.ox.ac.uk]
Sent: Friday, June 07, 2013 5:29 PM
To: Aakanksha Dahiya01
Cc: r-help@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@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.
______________________________________________
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.
