" The model I use the functional autoregressive model of order more than one, as per my knowledge there no R package available to deal with such model," ...
Have you looked here: https://cran.r-project.org/web/views/TimeSeries.html or perhaps here: https://cran.r-project.org/web/views/Econometrics.html A full list of all such R "task views" -- very useful to be aware of -- is of course in the parent directory here: https://cran.r-project.org/web/views/ I should note that your query is largely off topic. Read and follow the posting guide linked below if you post again, but note, per the guide: "*Questions about statistics:* The R mailing lists are primarily intended for questions and discussion about the R software. However, questions about statistical methodology are sometimes posted. If the question is well-asked and of interest to someone on the list, it *may* elicit an informative up-to-date answer." Also, this is a **plain text** list -- so **no HTML** in any future postings, please. 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 Sat, Apr 17, 2021 at 12:33 PM Faheem Jan via R-help <r-help@r-project.org> wrote: > > - > Hi, hope that you will be fine, I have a problem with functional time > series, > I am working with the hourly electricity spot price data, due to the large > dimensionality I convert the discrete data into functional data. The model > I use the functional autoregressive model of order more than one, as per my > knowledge there no R package available to deal with such model, so I apply > an alternative method, using the functional principal components (FPC's) as > dimensional reduction, utilizing the associated principal components for > the forecasting through multivariate time series model. Then I convert > these forecast scores into functional curves through Karhunen-Loeve > decomposition into a functional form, in such a way I obtained a forecast > of each day as a single curve. Know, to check the accuracy of the model I > want to calculate percentage mean square error or mean absolute error. know > my problem start from here, So I want to reverse back each curve into 24 > discrete points, is there is any package in R which is helpful in dealing > with such a problem. I will be waiting > for your fruitful reply in this regard. > > - > > > [[alternative HTML version deleted]] > > ______________________________________________ > 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 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.
