Re: [R] Forecasting methods in R

1. https://cran.r-project.org/web/views/TimeSeries.html 2. Google! Cheers, Bert 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, Jul 12, 2018 at 6:46 PM

Re: [R] Forecasting methods in R

Hey, You should probably check out the =forecast= package which is pretty close to a default solution as you'll find. https://cran.r-project.org/web/packages/forecast/ If you google around this you should find some useful stuff. Cheers, Alex On Fri, Jul 13, 2018 at 12:15 PM Amitabh Kumar via R

[R] Forecasting methods in R

Hi, I am learning R for forecasting. Is there any document where I can learn how to apply R in forecasting time series using Holt-Winters method and ARIMA modelling? Thanks,Amitabh [[alternative HTML version deleted]] __ R-help@r-project.org ma

Re: [R] Forecasting tutorial "Basic Forecasting"

Yep, thank you Huzefa, that’s got it. WHP From: Huzefa Khalil [mailto:huzefa.kha...@umich.edu] Sent: Tuesday, May 15, 2018 2:42 PM To: Bill Poling Cc: r-help (r-help@r-project.org) Subject: Re: [R] Forecasting tutorial "Basic Forecasting" Instead of Tsp = c(2016, 2018, 12) tr

Re: [R] Forecasting tutorial "Basic Forecasting"

Instead of Tsp = c(2016, 2018, 12) try Tsp = c(2016, 2018.25, 12) Hence, you can specify the object as structure(c(5973156.76, 5159011.2, 6695766.64, 6365359, 6495218.53, 7226302.39, 6835272.7, 7383501.57, 6962748.19, 7623278.72, 7274994.33, 7919421.8, 7360740.81, 7436693.35, 8545765.55, 73372

Re: [R] Forecasting tutorial "Basic Forecasting"

inal Message- From: R-help On Behalf Of Bill Poling Sent: Tuesday, May 15, 2018 1:09 PM To: r-help (r-help@r-project.org) Subject: [R] Forecasting tutorial "Basic Forecasting" Hi. I am trying to follow this forecasting tutorial at: https://www.r-bloggers.com/basic-forecasting/ Using

[R] Forecasting tutorial "Basic Forecasting"

Hi. I am trying to follow this forecasting tutorial at: https://www.r-bloggers.com/basic-forecasting/ Using my own data, I cannot get past the first step, lots of laughs. dat3 <- structure(c(5973156.76, 5159011.20, 6695766.64, 6365359.00, 6495218.53, 7226302.39, 6835272.70, 7383501.57, 6

[R] R forecasting using ses model

Dear Everyone, Hope you are doing great. I get the following error when trying to generate forecasts fitting a ses model. I would have thought that historical data from october 1985 up to september 2016 would be enough to generate forecasts. How many monthly observations does the ses model requir

Re: [R] Forecasting and demography

Please search before such posting! googling "R demography" immediately brought up the "demography" package (including references therein, I'm sure). "Forecasting population in R" brought up additional hits. etc. Cheers, Bert Bert Gunter "The trouble with having an open mind is that people ke

[R] Forecasting and demography

Hello R users, I wonder if anybody have some info about interesting forecastning population packages/books in R. It is specifically about demographics, i e models for handling fertility rates, mortality and migration etc, i'm interested. Best regards/Peter [[alternative HTML version de

Re: [R] Forecasting using VECM

It will if you use it properly. Have you read the help for that function? You didn't show your code, and you didn't post your email using plain text, so we can't help much here. -- Sent from my phone. Please excuse my brevity. On February 19, 2017 5:17:42 AM PST, Preetam Pal wrote: >Hey Bert,

Re: [R] Forecasting using VECM

Hey Bert, The predict function in the link you mentioned does not seem to use independently generated future values of the variables cpiUSA and cpiCAN in calculating the future values of the variable of interest, i.e. dolCAN. As I mentioned in the mail, I have the future cpiUSA and cpiCAN values ex

Re: [R] Forecasting using VECM

Searching on "VECM" on rseek.org brought up: "VECM" on the Rdocumentation site, which clearly states: "The predict method contains a newdata argument allowing to compute rolling forecasts." If that is not what you want, you'll need to explain why not, I think. If it is, please do such searching

[R] Forecasting using VECM

Hi, I have attached the historical dataset (titled data) containing numerical variables GDP, HPA, FX and Y - I am interested to predict Y given some future values of GDP, HPA and FX. - Some variables are non-statioanry as per adf.test() - I wanted to implement a VECM framework for modeling

Re: [R] Forecasting with Timeseries with Different Frequency

A statistics, not an R question, and hence OT here. However, look at the CRAN Time Series Task View and/or post on a statistics site like stats.stackexchange.com Cheers, Bert Bert Gunter "The trouble with having an open mind is that people keep coming along and sticking things into it." -- Opus

Re: [R] Forecasting with Timeseries with Different Frequency

Have a look at the midasr package available on CRAN. It might provide what you need. Berend > On 12 Jan 2016, at 17:16, Lorenzo Isella wrote: > > Dear All, > Suppose you have some time series, e.g. monthly data about > profits in a company. > I am trying to develop a model to predict what the

[R] Forecasting with Timeseries with Different Frequency

Dear All, Suppose you have some time series, e.g. monthly data about profits in a company. I am trying to develop a model to predict what the profit will be the next month or two. Other useful data is for sure the number of employes in the company, the volume of product purchases etc...but they ar

[R] R: forecasting a binary time series using the VLMC package

I would like to ask some clarifications on the method: predict.vlmc My problem is to forecast a binary time series one period ahead. I have a time series bin2 of length 2000. When using m2<-vlmc(bin2) fc2<-predict(m2) 1. fc2[i] is a prediction for i, not for i+1, is that correct? I am aw

[R] Forecasting and auto.arima issue - Time Series Analysis Assistance

Dear Sir, This is Abinash, a Statistics and Data Science Explorer, based in India. To inform you, I am currently working on an automated time series forecasting rule engine where we will build time series models for daily/monthly internet usage for different customers/segments etc. I was checking

Re: [R] Forecasting prices

Prof. Hydman's book is a good place to start : https://www.otexts.org/fpp -Original Message- From: "randomness" [m.kof...@aew.eu] Date: 04/28/2015 01:52 PM To: r-help@r-project.org Subject: [R] Forecasting prices Hi, apologies in advance for the generic question but

Re: [R] Forecasting prices

This is off topic here. You might try stats.stack exchange.com. Be warned that if someone tells you to study only one method they are probably misleading you (perhaps unintentionally) because every method has the potential to be wrong in some way.

[R] Forecasting prices

Hi, apologies in advance for the generic question but I would highly appreciate if someone pointed me in the right direction. My challenge: I need to forecast Prices (Gas & Electricity Spot). Both gas and electricity Show Autocorrelative and seasonal (hourly, daily, monthly) behaviour. And there ar

Re: [R] forecasting

Hi DM, I'm currently dealing with very similar issues. To date I've been exporting regression outputs in mass quantities (updated every 5 days) to excel, and manually linking to data to get my predictions. I've been doing a ton of research on forecast, caret, and SEM packages and am still empty

Re: [R] Forecasting MA model different to manually computation?

Hello, To see the source code, type fitted.Arima (no parenthesis) at an R prompt. It will show that they are computed as I've said. So your second question is in order, where do the residuals come from? To see the source code for arima() type the function name without the parenthesis and it wi

Re: [R] Forecasting MA model different to manually computation?

Rui responded to your first question graciously with a very simple default answer -- subtract the residuals from your observations. That's about as "manual" as you can be without using pencil and paper. If you can't understand the source code but want to so that you can understand how the

Re: [R] Forecasting MA model different to manually computation?

-help@r-project.org Gesendet: 16:13 Mittwoch, 22.Mai 2013 Betreff: [R] Forecasting MA model different to manually computation? Hi, 3 down vote favorite 1 I am interested in forecasting a MA model.Therefore I have created a very simple data set (three variables). I then adapted a MA(1) model to

Re: [R] Forecasting MA model different to manually computation?

So I mean: How can I calculate them manually? 2013/5/22 Neuman Co : > Thanks, but this does not help me, because first of all, I do not know > how to look at the source code (just entering fitted() or > getAnywhere(fitted()) does not help, > > second, your solution x-m$residuals does not be a solu

Re: [R] Forecasting MA model different to manually computation?

Thanks, but this does not help me, because first of all, I do not know how to look at the source code (just entering fitted() or getAnywhere(fitted()) does not help, second, your solution x-m$residuals does not be a solution, because then the question is, where do the residuals come from? 2013/5/

Re: [R] Forecasting MA model different to manually computation?

Hello, Since R is open source, you can look at the source code of package forecast to know exactly how it is done. My guess would be x - m$residuals Time Series: Start = 1 End = 3 Frequency = 1 [1] 3.060660 4.387627 3.00 Hope this helps, Rui Barradas Em 22-05-2013 15:13, Neuman Co escr

[R] Forecasting MA model different to manually computation?

Hi, 3 down vote favorite 1 I am interested in forecasting a MA model.Therefore I have created a very simple data set (three variables). I then adapted a MA(1) model to it. The results are: x<-c(2,5,3) m<-arima(x,order=c(0,0,1)) Series: x ARIMA(0,0,1) with non-zero mean Coefficients: m

Re: [R] forecasting accuracy problem in R

Thanks. Could be the following reason given in the changelog. " accuracy() can now figure out overlapping times for x and f." best regards Leo On Mon, Dec 17, 2012 at 10:11 AM, Jeff Newmiller wrote: > Please read the posting guide. Packages have their own developers, as well as > their own chan

Re: [R] forecasting accuracy problem in R

Please read the posting guide. Packages have their own developers, as well as their own change logs [in this case http://cran.r-project.org/web/packages/forecast/ChangeLog]. --- Jeff NewmillerThe .

[R] forecasting accuracy problem in R

Hi, A few weeks back I used the following command: accuracy(train,test) where train and test are training and test data respectively. Last night I updated R and the forecast package and used the same command and I got error. After trying a little I used the following command accuracy(train,test

Re: [R] forecasting a time series

Hi Michael, I think you're right, I should be looking for "predict" instead of "forecast". I'm still fairly new to R so often don't know what to look for. As a simplified example (let's neglect the fourier terms): fit = auto.arima(data) but now I have data.latest, so I want to use the ARIMA te

Re: [R] forecasting a time series

Can you clarify what exactly you mean by this? "[N]ow [I] would like to use the last X values to predict tomorrow's weather. I'm at a loss. All the functions I've come across (like forecast()) use the series and then forecast from the end point." It sounds like a prediction to me. Anyways, I thi

[R] forecasting a time series

Couldn't find this in the archives. I'm fitting a series of historical weather-related data, but would like to use the latest values to forecast. So let's say that I'm using 1970-2000 to fit a model (using fourier terms and arima/auto.arima), but now would like to use the last X values to predict t

Re: [R] forecasting linear regression from lagged variable

On Wed, Nov 30, 2011 at 4:40 PM, AaronB wrote: > I'm currently working with some time series data with the xts package, and > would like to generate a forecast 12 periods into the future. There are > limited observations, so I am unable to use an ARIMA model for the forecast. > Here's the regressi

Re: [R] forecasting linear regression from lagged variable

hi: that model is what the political scientists called an LDV ( lagged dependent variable model ), the marketing people call a koyck distributed model and the economists call it an ADL(1,0) or ADL(0,1). ( i forget ). You have to be careful about the error term because, if it's not white noise, the

[R] forecasting linear regression from lagged variable

I'm currently working with some time series data with the xts package, and would like to generate a forecast 12 periods into the future. There are limited observations, so I am unable to use an ARIMA model for the forecast. Here's the regression setup, after converting everything from zoo objects t

[R] forecasting- number of items to replace is not a multiple of replacement length error

Hi all I write below code for simulation and forecasting a stochastic mortality model with parameters kappa2(t) and gamma3(t-x) where t is the time and x the age but I got this message:"Error in G3.sim[, k] = G3.aug : number of items to replace is not a multiple of replacement length" Any sugge

[R] forecasting with L-STAR

Is it possible to make forecasts with L-STAR model (or alternatively E-STAR) ? Although function for LSTAR exists I did not find an indication of forecasting possibilities in the documentation. [[alternative HTML version deleted]] __ R-help@r-pr

[R] Forecasting with STL

Dear list,   We have been using STL for seasonal decomposition, and would like to use the trend and seasonal component to forecast n steps ahead.   There is no function called predict.stl, and inside an stl object there is no loess model to be predicted either.   Our solution is to apply loe

Re: [R] Forecasting with R/Need Help. Steps shown below with the imaginary data

Ruchi - If the only way you can figure out to read your data into R is through SAS, I think you need to spend more time with the R introductory documentation, for example http://cran.r-project.org/doc/manuals/R-intro.html While data is usually read from a file, you can imitate SAS' dataline

[R] Forecasting with R/Need Help. Steps shown below with the imaginary data

1. This is an imaginary data on monthly outcomes of 2 years and I want to forecast the outcome for next 12 months of next year. data Data1; input Yr Jan Feb Mar Apr May June July Aug Sept Oct Nov Dec; datalines; 2008 12 13 12 14 13 12 11 15 10 12 12 12 2009 12 13 12 14 13 12 11 15 10 12 12 12

Re: [R] forecasting from a linear regression

Hello Brima, I might be missing something, but how is that theoretically done ? Contact Details:--- Contact me: tal.gal...@gmail.com | 972-52-7275845 Read me: www.talgalili.com (Hebrew) | www.biostatistics.co.il (Hebrew) | www.r

Re: [R] forecasting from a linear regression

Hi all, I have used the predict function to forecast values but now I would like to compute an R squared value for the prediction based on the original model. Any suggestions? -- View this message in context: http://r.789695.n4.nabble.com/forecasting-from-a-linear-regression-tp2717125p2955325.

Re: [R] forecasting with non-linear models

Hi: You're fitting y as a function of x; as in any regression model, the x's are assumed to be conditionally fixed. If you want to model x as a function of y, that's a calibration problem. There are several issues at play: 1. In the model, you have assumed x is fixed, but afterward, you want to

Re: [R] forecasting with non-linear models

predict x for a given y(response)? If this is the case, you will have multiple x for a single y for this exponential model. In terms of logistic regression, If y =1, logit([P(Y=1)] = a + b*bx has infinite many x. The question seems not quite clear to me. -- View this message in context: http://

[R] forecasting with non-linear models

Dear colleagues! Is it possible to make predictions in R? there is an exponential relationship detween y and x x<-c(0.001,0.003,0.01,0.16,0.3,0.7,0.9) y<-c(38.8,41.5,44.2,27,26.9,6.9,3) f<-function(x,a,b){a*exp(b*x)} fm<-nls(y~f(x,a,b), start=c(a=1,b=1)) How one can predict x when y=10 and is it

[R] forecasting with non-linear models

Dear colleagues! Is it possible to make predictions in R? there is an exponential relationship detween y and x x<-c(0.001,0.003,0.01,0.16,0.3,0.7,0.9) y<-c(38.8,41.5,44.2,27,26.9,6.9,3) f<-function(x,a,b){a*exp(b*x)} fm<-nls(y~f(x,a,b), start=c(a=1,b=1)) How one can predict x when y=10 and is it

Re: [R] Forecasting with Panel Data

Ricardo, I see you got no public answer so far, on either of the two lists you posted to at the same time yesterday. You are therefore unlikely to ever get a reply. I also see you've been having trouble getting answers in the past, back to Nov 09, at least. For example no reply to "Credit M

[R] Forecasting with Panel Data

Dear Users, Can I perform panel data (fixed effects model) out of sample forecasts using R? Thanks in advance, Ricardo. [[alternative HTML version deleted]] __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEA

Re: [R] forecasting

Very good patrick, lol. does anyone have any useful ideas Patrick Burns wrote: > > DispersionMap wrote: >> >> What about validating forecasting results. I have 5 years of data and >> have >> been forecasting the following three years i.e. 2010 to 2012. >> >> How can i check my forecast. >>

Re: [R] forecasting

DispersionMap wrote: What about validating forecasting results. I have 5 years of data and have been forecasting the following three years i.e. 2010 to 2012. How can i check my forecast. Why types of tests are out there that can be implemented in R?? isbn 9780553213515 Sorry, couldn't resis

Re: [R] forecasting

What about validating forecasting results. I have 5 years of data and have been forecasting the following three years i.e. 2010 to 2012. How can i check my forecast. Why types of tests are out there that can be implemented in R?? -- View this message in context: http://n4.nabble.com/forecasti

Re: [R] forecasting

Hi, To save the output to a text file you can use sink(file="results.txt") summary(output_dat) sink() See ?sink for details. To output to a table, you can use xtable or Hmisc::latex. -Ista On Fri, Dec 18, 2009 at 6:34 AM, DispersionMap wrote: > > > Hi thanks. > > Another question... > > When R

Re: [R] forecasting

On Dec 18, 2009, at 6:34 AM, DispersionMap wrote: Hi thanks. Another question... When R prints the regression output onto the screen after i perform my regression: output_dat <- lm( results <- summary(output_dat) results How do i print the regression output to a file for inclusion int

Re: [R] forecasting

Hi thanks. Another question... When R prints the regression output onto the screen after i perform my regression: output_dat <- lm( results <- summary(output_dat) results How do i print the regression output to a file for inclusion into a document. I tried: cat(summary(output_dat), fil

Re: [R] forecasting

?predict HTH Stephan DispersionMap schrieb: I have some data that i ran a regression on and got the usual r output, with the a intercept and b coefficient for my independent variable. i want to forecast the number of future events using these parameters. What function / packages in R would

[R] forecasting

I have some data that i ran a regression on and got the usual r output, with the a intercept and b coefficient for my independent variable. i want to forecast the number of future events using these parameters. What function / packages in R would you recommend to be used in good effect for the

Re: [R] Forecasting Inflation

On Mon, Jul 27, 2009 at 4:51 PM, Dilip Bayas < agrikonnect.dilipba...@gmail.com> wrote: > Dear All, > > I wanted to forecast Inflation for Indian Economy. please send what > techniques to be used after the variable selection. WPI, CPI, Money supply, > IIP, Interest rate and so on..How i can use R

Re: [R] Forecasting - Croston Method Error

Pedro Souto gmail.com> writes: > > Hi, > I tried to use the Croston function from the forecasting package > 1.24 with > the code below, but I get in return this message "*Error in > decompose(ts(x[1L:wind], start = start(x), frequency = f), seasonal) :

[R] Forecasting Inflation

Dear All, I wanted to forecast Inflation for Indian Economy. please send what techniques to be used after the variable selection. WPI, CPI, Money supply, IIP, Interest rate and so on..How i can use R for the same [[alternative HTML version deleted]] __

[R] Forecasting - Croston Method Error

Hi, I tried to use the Croston function from the forecasting package 1.24 with the code below, but I get in return this message "*Error in decompose(ts(x[1L:wind], start = start(x), frequency = f), seasonal) : time series has no or less than 2 periods*"

Re: [R] forecasting issue

For what its worth, I am having the same issue. Specifically, I am using R 2.8.1 on Windows XP, applying auto.arima to the data from the http://www.neural-forecasting-competition.com/datasets.htm NN5 forecasting competition , series NN-101 through NN-111. The relevant code is library(RODBC)

Re: [R] Forecasting with dlm

Hi Michael, There was a bug in dlmForecast that I have fixed. While the new version of the package makes its way to CRAN, you can source the attached file, which contains the amended version of dlmForecast. Best, Giovanni Petris > Date: Wed, 11 Mar 2009 13:39:36 + > From: Michael Pearmain

[R] Forecasting with dlm

Hi All, I have a problem trying to forecast using the dlm package, can anyone offer any advise? I setup my problem as follows, (following the manual as much as possible) data for example to run code CostUSD <- c(27.24031,32.97051, 38.72474, 22.78394, 28.58938, 49.85973, 42.93949, 35.92468) libra

[R] Forecasting function

Dear R-experts: Does anybody knows how the CI of the "forecast" (forecasting package) are calculated (at least in the ES and Arima cases)??? Thanks [[alternative HTML version deleted]] __ R-help@r-project.org mailing list https://stat.ethz.ch

Re: [R] forecasting error?

See last line on every message to r-help and note the reproducible part. One problem may be that your auto.arima call has no xreg yet your prediction has newxreg. On Fri, Jan 23, 2009 at 8:48 AM, diego Diego wrote: > Hello everybody! > I have an ARIMA model for a time series. This model was obtai

[R] forecasting error?

Hello everybody! I have an ARIMA model for a time series. This model was obtained through an auto.arima function. The resulting model is a ARIMA(2,1,4)(2,0,1)[12] with drift (my time series has monthly data). Then I perform a 12-step ahead forecast to the cited model... so far so good... but when

[R] Forecasting by using ARFIMA(0, d, 0) models in R

Hello. I'm trying to make k-step-ahead forecasts using ARFIMA(0, d, 0) models by taking the first T+k-1 coefficients in the binomial expansion of (1-B)^d, regarding (1-B)^d x(T+k) as an AR(T+k-1) on x(T+k), where x(T) is the series value at time T and k = 1, 2, 3, …. That is, I forecast the ser

[R] forecasting issue

Hello everybody! I have a problem when I try to perform a forecast of an ARIMA model produced by an auto.arima function. Here is what I'm doing: c<-auto.arima(fil[[1]],start.p=0,start.q=0,start.P=0,start.Q=0,stepwise=TRUE,stationary=FALSE,trace=TRUE) # fil[[1]] is time series of monthly data

[R] forecasting earnings, sales and gross margin of a company...

Hi all, I am playing with some companies' balance sheets and income statements and want to apply what I've just learned from Stats class to see if I can forecast the companies earnings, sales and gross margin in the short term (3rd and 4th Quarter), mid-term (2009) and long term (2011, etc. ) I p

Re: [R] Forecasting using ARIMAX

Hi Siang Li. It would help if you explained what packages you are using. auto.arima() is in the forecast package and arimax appears to be from the TSA package. Using auto.arima() to select the orders is inappropriate because you are ignoring the regressors. auto.arima() does not currently handle

[R] Forecasting using ARIMAX

Dear R-helpers, I would appreicate if someone can help me on the transfer parameter in ARIMAX and also see what I am doing is correct. I am using ARIMAX with 2 Exogeneous Variables and 10 years data are as follows: DepVar Period, depVar, IndepVar1 Period, indepVar1, IndepVar2 Period, indepVar2

[R] Forecasting enrollments with fuzzy time series

Has anybody used fuzzy time series to forecast enrollments? I have some code that does not work so well. Thanks. Kate [[alternative HTML version deleted]] __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE

[R] forecasting with frequency greater than 24

I would like to generate a forecast using ets or hw using a time series with a weekly frequency of 52.? When I run this I get an error that the frequency is too high.? Is there a way to generate a forecast using ets and a frequency of 52, (currently the restriction appears to be a max of 24)? Th

Re: [R] Forecasting observations in ARFIMA

Do you really need the 'F' in ARFIMA(2,1,0)? > Date: Wed, 30 Apr 2008 20:45:44 -0700 (PDT) > From: Jill Elizabeth <[EMAIL PROTECTED]> > Sender: [EMAIL PROTECTED] > Precedence: list > DomainKey-Signature: a=rsa-sha1; q=dns; c=nofws; s=s1024; d=yahoo.com; > > I would like to compute the next 15 ob

[R] Forecasting observations in ARFIMA

I would like to compute the next 15 observations for an ARFIMA(2,1,0) model along with confidence intervals. Can someone provide code? Many thanks. Jill [[elided Yahoo spam]] _

[R] forecasting package installation errors

R gurus, I've exhausted my search of online help. This is my last resort. We're running R-2.1.1. I've been told by one of the R users here that we cannot upgrade to the lastest version because of some python rpy wrapper dependency that hasn't caught up to the latest version of R. The softwa

[R] forecasting multiple regression model

Hi all, Does anyone have the knowledge to help me identify a package capable of forecasting a MULTIPLE regression model? i have a model with one one dependant variable and 4 independant variables. i would like to forecast confidence intervals for a few steps ahead...(DENSITY forecasting). PS i c