network profile
| bio | website | |
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| age | ||
| visits | member for | 1 year, 4 months |
| seen | Jun 21 '12 at 18:41 | |
| stats | profile views | 1 |
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Jan 20 |
awarded | Scholar |
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Jan 20 |
accepted | Using a time series model to forecast future values in R |
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Jan 20 |
comment |
Using a time series model to forecast future values in R Thanks Wayne, you are interpreting my problem correctly. I've looked into predict() today, which someone else also suggested off of this thread, and wasn't finding a way to do what I need to do, so I think you are correct, and I need to write it myself. That's fine, it will take me more time, but if it was already written I sure didn't want to be reinventing wheels. Unfortunately each dataset has its own (p,d,q) process, and they do have several MA terms. Thanks again. |
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Jan 20 |
comment |
Using a time series model to forecast future values in R it is going to be a multivariate problem eventually, but for now it is univariate. yes, I want to predict, maybe that's why I'm not finding what I need, I've been searching for tools to "forecast". I am currently testing arima() and auto.arima() using xreg for the fourier terms. To keep it simple, let's say I have: fit = auto.arima(data), but now I have data.latest, and I want to use the fitted terms in "fit" to forecast/predict off of data.latest. I'm going to look around for "predict", thank you |
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Jan 19 |
comment |
Using a time series model to forecast future values in R My series needs several fourier terms, and after that is an ARIMA (1,1,5) process. |
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Jan 19 |
asked | Using a time series model to forecast future values in R |
