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Use this tag for any *on-topic* question that (a) involves `R` either as a critical part of the question or expected answer, & (b) is not *just* about how to use `R`.
1
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Why does my ARMA forecast get smaller over time?
I am a beginner to time series modeling but I am trying to build an ARMA model to describe a set of 24 observations.
-6.73217
-2.86888
-5.37159
-6.51274
-4.17106
-5.7385
-3.34395
-1.94488
-5.46411
- …
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28
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How is R producing these ARIMA forecasts?
I am trying to understand what R is doing to produce forecasts for a particular ARIMA model I fitted. I used R to fit an ARIMA (1,0,0)(1,0,0)[5] error model with the following data. … 2.44369015 3.79962767 1.68364602 4.22746379 0.36932087
[103] 2.33035539 3.31986940 -0.29803386 4.31593086 2.18883434 0.64759198
[109] 2.44158613 1.65587246 -0.35450341 -0.12559422 3.60052663
R …
3
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1
answer
2k
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How does the R function Arima () calculate drift?
The Arima() function in the R forecast package contains an "include.drift" parameter. Could someone explain how this is calculated and how it is included in point forecasts? …
0
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0
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Discrepancy between line plot and ACF plot for nonstationary time series
I understand that when the ACF of a nonstationary time series is plotted it should show a very slow decay. I have data that clearly shows a trend, however the ACF shows a decay which seems to indicate …