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###Multiple seasonality :### The data set clearly shows multiple seasonalities, which are daily, weekly and yearly. From therethere I understood that R doesn't handle multiple seasonality within the ARIMA modeling functions. I would really like to work with ARIMA models though, because my previous work is based on ARIMA models and I know approximatively how to translate a model into an equation.

###Multiple seasonality :### The data set clearly shows multiple seasonalities, which are daily, weekly and yearly. From there I understood that R doesn't handle multiple seasonality within the ARIMA modeling functions. I would really like to work with ARIMA models though, because my previous work is based on ARIMA models and I know approximatively how to translate a model into an equation.

###Multiple seasonality :### The data set clearly shows multiple seasonalities, which are daily, weekly and yearly. From there I understood that R doesn't handle multiple seasonality within the ARIMA modeling functions. I would really like to work with ARIMA models though, because my previous work is based on ARIMA models and I know approximatively how to translate a model into an equation.

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Stephan Kolassa
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Edit 2 : Also I can't seem to be able to add another exogenous variable to the Arima function. I need to use temperature - probably as a lead - to fit the SARIMAX model, but as soon as I write this :

fit <- Arima(y[1:n,1], order=c(2,1,5), seasonal=c(1,2,8), xreg=cbind(fourier(1:n,4,m),fourier(1:n,4,1008), tmp[1:n]))
plot(forecast(fit, h=14*m, xreg=cbind(fourier(n+1:(14*m),4,m),fourier(n+1:(14*m),4,1008), tmp[n+1:(14*m)])))

Nothing is plotted besides the initial data set. There is no forecast while without tmp as an xreg I still get some results.

Edit 2 : Also I can't seem to be able to add another exogenous variable to the Arima function. I need to use temperature - probably as a lead - to fit the SARIMAX model, but as soon as I write this :

fit <- Arima(y[1:n,1], order=c(2,1,5), seasonal=c(1,2,8), xreg=cbind(fourier(1:n,4,m),fourier(1:n,4,1008), tmp[1:n]))
plot(forecast(fit, h=14*m, xreg=cbind(fourier(n+1:(14*m),4,m),fourier(n+1:(14*m),4,1008), tmp[n+1:(14*m)])))

Nothing is plotted besides the initial data set. There is no forecast while without tmp as an xreg I still get some results.

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