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, > > I'm still new to ARIMA fo

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

2019-05-13 Thread Rui Barradas
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 m

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

2019-05-09 Thread Rui Barradas
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 defa

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

2019-05-09 Thread Rui Barradas
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 c

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

2019-05-09 Thread Bert Gunter
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

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

2019-05-09 Thread Bert Gunter
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 P

[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