# How to perform Timeseries Forecasting and Modelling For subsets?

Hi I have a problem with my project. I have 1000 data and I used it as training data to forecast with Timeseries. But my data have some subsets and it's impossible to timeseries forecasting and modelling in R . I already searched from the Internet and asked some experts that R doesn't support Timeseries Model and Forecasting for subsets. But one of the requirement for my project, I must use R as statistic tool.

Do you have any suggestion or R script which will support Timeseries model and forecasting for subsets in R?

• you have lots of run-on, and not a lot of clarity. what was the general form of the data. why is it not amenable to use in ts modeling? there is plenty of time-series forecasting in R, I guarantee it. did you look on CRAN? Dec 8, 2015 at 3:57
• @EngrStudent Ya i want to use ts modelling. I thought R doesn't supported subsets. My data's pattern is double seasonal. The other statistic tool that supported modelling subsets, is SAS. Do you have any suggestions? Dec 8, 2015 at 4:35
• By "subsets" do you mean (this)[stats.stackexchange.com/questions/6239/…? Dec 8, 2015 at 11:37
• @EngrStudent I mean, what R syntax that needed to TS modelling with subset ARIMA. The usual ARIMA(p,d,q) but when TS subset is like ARIMA ([1][2][8],0,[7][9][10]). how? Dec 8, 2015 at 11:49
• @EngrStudent Oh ya like that. I hope my data only have subsets in AR. Idon't know what to do if my data could've subsets in MA. Thankyou for your help :D Dec 10, 2015 at 3:53

my_ts<- as.numeric(as.character(my_ts\$Value1))  % you can subset here, if is a simple subset (not panel data)

my_ts<-  ts(my_ts, start = c(1994, 1), end = c(2014, 1), frequency = 1)