Hello,
Sorry for the late reply.
Inline.
Às 17:54 de 10/05/19, Michael Howell escreveu:
Rui,
I'm still new to ARIMA forecasting but I examined the PACF and saw
significant correlation at lag 2.
You saw a PACF with a significant correlation at lag 2 but not at lag 1.
When this happens, it many times means that you shouldn't consider the
lag 2. In fact, it might mean that the process is nonlinear.
And the ACF shows an insignificant lag 1.
Try
ords <- list(c(1, 0, 0), c(2, 0, 0), c(0, 0, 1))
fit_list <- lapply(ords, function(o)
Arima(tsdata, order = o, include.drift = TRUE))
sapply(fit_list, AIC)
sapply(fit_list, BIC)
Which gives the minimum AIC? And BIC?
These are not perfect and automated model selection can have problems,
but it's not unreasonable to compare them.
I believe this is off-topic for R-Help, since it's a question about
statistics and nonlinear time series is a really, really broad field to
be discussed here. Try to find local help on this.
Hope this helps,
Rui Barradas
The ACF showed a more gradual decline
which seemed to indicate it was Autoregressive. That should mean it's a
AR(2) process right?
image.png
**//___^
Regards,
Michael Howell
On Fri, May 10, 2019 at 12:51 AM Rui Barradas <ruipbarra...@sapo.pt
<mailto:ruipbarra...@sapo.pt>> wrote:
Why not
Arima(tsdata, c(0, 0, 1), include.drift = TRUE)
?
Why do you say it should be an AR(2) model?
Hope this helps,
Rui Barradas
Às 06:43 de 10/05/19, Rui Barradas escreveu:
> Hello,
>
> This is just a typo, in R logical values ("true) are not character
> strings. You must pass FALSE (the default, can be omited) or TRUE.
>
> fitdata <- Arima(tsdata, c(2, 0, 0), include.drift = TRUE)
>
>
> From the help page ?logical
>
> Details
>
> TRUE and FALSE are reserved words denoting logical constants in
the R
> language, whereas T and F are global variables whose initial
values set
> to these. All four are logical(1) vectors.
>
> Hope this helps,
>
> Rui Barradas
>
> Às 00:26 de 10/05/19, Bert Gunter escreveu:
>> In future, always cc the list (unless it's personal,which this
isn't). I
>> have done so here. As I am largely ignorant on the subject
matter, others
>> will have to help, which is why you should cc the list.
>>
>> Cheers,
>> Bert Gunter
>>
>> "The trouble with having an open mind is that people keep coming
along
>> and
>> sticking things into it."
>> -- Opus (aka Berkeley Breathed in his "Bloom County" comic strip )
>>
>>
>> On Thu, May 9, 2019 at 3:49 PM Michael Howell
<mchowe...@gmail.com <mailto:mchowe...@gmail.com>>
>> wrote:
>>
>>> I apologize for that. The Arima() function that I'm trying to
use comes
>>> from the forecast package. I created a time series object using
the
>>> above
>>> 24 observations. The initial model I created doesn't seem to
perform so
>>> well so I thought a drift term might fit the data better. I
used the
>>> following code to create the time series object:
>>>
>>> tsdata<- ts(data, start = c(1,1), end = c(24,1), frequency = 1)
>>>
>>>
>>> Where* data* is the dataframe that contains the initial 24
observations.
>>> I then used the following code to try to create the model:
>>>
>>> fitdata <- Arima(tsdata,c(2,0,0),include.drift="true")
>>>>
>>>
>>> After doing this I obtained the following error message:
>>>
>>> Error in (order[2] + seasonal$order[2]) > 1 & include.drift:
operations
>>>> are possible only for numeric, logical or complex types
>>>> Traceback:
>>>>
>>>> 1. Arima(tsdata, c(2, 0, 0), include.drift = "true")
>>>
>>>
>>> I hope this is more clear.
>>>
>>> On Thu, May 9, 2019 at 4:39 PM Bert Gunter
<bgunter.4...@gmail.com <mailto:bgunter.4...@gmail.com>>
>>> wrote:
>>>
>>>> Please start by reading and following the posting guide linked
at the
>>>> bottom of this email. In particular:
>>>>
>>>> 1) Post in **plain text** on this plain text list so we don't
get the
>>>> mangled html of your post.
>>>>
>>>> 2) Tell us what package Arima() is in.
>>>>
>>>> Cheers,
>>>> Bert Gunter
>>>>
>>>>
>>>>
>>>>
>>>> On Thu, May 9, 2019 at 2:27 PM Michael Howell
<mchowe...@gmail.com <mailto:mchowe...@gmail.com>>
>>>> wrote:
>>>>
>>>>> Hello everyone,
>>>>> So this is my first post to this list, I'm trying to fit an
Arima
>>>>> (2,0,0)
>>>>> model and I think a drift term would help but I'm getting an
error
>>>>> term
>>>>> when I'm trying to include it. Here is my data:
>>>>>
>>>>> -6.732172338
>>>>> -2.868884273
>>>>> -5.371585089
>>>>> -6.512740463
>>>>> -4.171062657
>>>>> -5.738499071
>>>>> -3.343947176
>>>>> -1.944879508
>>>>> -5.464109272
>>>>> -3.189183392
>>>>> -3.684700232
>>>>> -2.168303451
>>>>> -2.329837082
>>>>> -0.761979236
>>>>> -2.189025304
>>>>> 1.094238807
>>>>> -4.812300745
>>>>> 0.784198777
>>>>> -1.567075922
>>>>> 0.143963653
>>>>> 1.131119051
>>>>> 2.899746353
>>>>> -0.498719993
>>>>> 3.121623505 I created a time series object with 24 annual
>>>>> observations. I
>>>>> didn't include dates because there isn't an observation for
every
>>>>> year.
>>>>>
>>>>> tsdata<-ts(read.csv("...\\Pre2001LaunchDateTraining.csv"),
start =
>>>>> c(1,1),
>>>>> end = c(24,1), frequency = 1) I then created a time series
object
>>>>> using
>>>>> the
>>>>> Arima() function. fitdata <-
Arima(tsdata,c(2,0,0),include.drift =
>>>>> "true")
>>>>> After executing I get this error: Error in (order[2] +
>>>>> seasonal$order[2]) >
>>>>> 1 & include.drift: operations are possible only for numeric,
>>>>> logical or
>>>>> complex types Traceback: 1. Arima(tsdata, c(2, 0, 0),
include.drift =
>>>>> "true")
>>>>> Any help would be greatly appreciated!
>>>>>
>>>>> [[alternative HTML version deleted]]
>>>>>
>>>>> ______________________________________________
>>>>> R-help@r-project.org <mailto:R-help@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.
>>>>>
>>>>
>>
>> [[alternative HTML version deleted]]
>>
>> ______________________________________________
>> R-help@r-project.org <mailto:R-help@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.
>>
>
> ______________________________________________
> R-help@r-project.org <mailto:R-help@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.
______________________________________________
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