[R] Packages for Nonlinear ARIMA Estimation

2019-09-04 Thread Michael Howell
Hello, I am looking for an R package that uses nonlinear least squares to fit ARIMA models. Initially I was using tseries but according to the documentation for the Arima function in tseries: *The exact likelihood is computed via a state-space representation of the ARIMA process, and the innovatio

[R] How to specify distribution of forecast predictions?

2019-06-01 Thread Michael Howell
Good afternoon, I know that packages like r-forecast will create confidence intervals for forecasts which can then be plotted. However I am doing something experimental and would like to specify my own prediction distributions and then graph them. Can anyone tell me if there is some package or func

Re: [R] Different predictions with forecast::auto.arima()

2019-05-15 Thread Michael Howell
Thank you very much for your advice. On Tue, May 14, 2019 at 11:01 PM Abby Spurdle wrote: > > This is definitely a statistics question still so not on topic here... > as changing the data is exactly the kind of thing that can have this > effect. > > I'm sorry. > I disagree. > This is a question

Re: [R] Different predictions with forecast::auto.arima()

2019-05-14 Thread Michael Howell
Oh I see. Nevermind then. On Tue, May 14, 2019 at 1:57 PM Jeff Newmiller wrote: > This is definitely a statistics question still so not on topic here... as > changing the data is exactly the kind of thing that can have this effect. > > On May 14, 2019 10:51:20 AM MDT, Michael How

[R] Different predictions with forecast::auto.arima()

2019-05-14 Thread Michael Howell
differences in the code. The only thing passed to it was the data. How might this happen? The (2,1,0) model works better so I would like to be able to reproduce the results. Regards, Michael Howell [[alternative HTML version deleted]] __ R-help@r

Re: [R] Error message when adding drift for Arima model

2019-05-13 Thread Michael Howell
Yes that is a little off topic but I will look into it more. Thank you very much for your help. Michael On Mon, May 13, 2019 at 11:33 AM Rui Barradas wrote: > Hello, > > Sorry for the late reply. > Inline. > > Às 17:54 de 10/05/19, Michael Howell escreveu: > > Rui, &g

[R] Error message when adding drift for Arima model

2019-05-09 Thread Michael Howell
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 -3.3439471