On 09/09/2013 20:36, Paul Bernal wrote:
Hello everyone,
I was trying to fit an arima model to a daily historical data, but, for
some reason, havent been able to.
I basically have 212 observations (from 12/1/2012 to 06/30/2013) containing
Those dates are not in a standard format: ISO 8601 is preferred.
the number of transits for a particular vessel.
Which seems to be less than a year and you are trying to fit a
seasonally differenced model with period 365. So I guess there are no
pairs of observations a year apart.
This is not really an R issue: you need to get basic advice on
time-series modelling.
The following messages are produced by R:
dailytrans.fit<-arima(dailytrans$transits, order=c(0,1,2),
seasonal=list(order=c(0,1,2), period=365), include.mean=FALSE)
Error in arima(dailytrans$transits, order = c(0, 1, 2), seasonal =
list(order = c(0, :
too few non-missing observations
dailytrans.fit<-arima(dailytrans$transits, order=c(0,1,2),
seasonal=list(order=c(0,1,2), period=200), include.mean=FALSE)
Error in makeARIMA(trarma[[1]], trarma[[2]], Delta, kappa) :
maximum supported lag is 350
Then I tried the auto.arima function but the following happened:
Which is not part of R.
fit<-auto.arima(dailytrans$transits)
Warning in if (class(fit) != "try-error") offset <- -2 * fit$loglik -
length(x) * :
the condition has length > 1 and only the first element will be used
If anyone could give me some guidance I will really truly appreciate it,
Best regards,
Paul
--
Brian D. Ripley, rip...@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
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