Re: [R] Time Series and Auto.arima

2016-01-31 Thread Lorenzo Isella
Partially the trouble is that the zoo time series is then translated into a ts object by auto.arima. In doing so, the series along a regular time grid and some missing data appear. To fix this, I should replace each NA with the previous non-NA value. This is easy enough and the series exhibits som

Re: [R] Time Series and Auto.arima

2016-01-29 Thread David Winsemius
> On Jan 29, 2016, at 12:59 PM, Lorenzo Isella wrote: > > Dear All, > I am puzzled and probably I am misunderstanding something. > Please consider the snippet at the end of the email. > We see a time series that has clearly some pattern (essentially, it is > an account where a salary is regularl

Re: [R] Time Series and Auto.arima

2016-01-29 Thread Lorenzo Isella
Thanks, But something fishy is going on. The fitted time series is full of missing values, whereas the original tt object does not have any. I suppose that in trying to fit the time series defined on an irregular time grid, some problem arises inside the auto.arima function. Lorenzo On Fri, Jan

[R] Time Series and Auto.arima

2016-01-29 Thread Lorenzo Isella
Dear All, I am puzzled and probably I am misunderstanding something. Please consider the snippet at the end of the email. We see a time series that has clearly some pattern (essentially, it is an account where a salary is regularly paid followed by some expenses). However the output of the auto.ar