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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`.

2
votes
1answer
difference of my data with R, I saw a spike from the lag one point that crosses the horizontal dashed line. This led me to suggest a nonseasonal MA(1) component. I then saw a lag from the 12th point …
asked Jun 20 '13 by b2amen
3
votes
3answers
I have some data which i am trying to work on. I am pretty new to R though, but i love R. First, I fit an arima model to this data and used the detectIO function in R to detect a single influential …
asked Apr 12 '13 by b2amen
10
votes
1answer
I am working on a data set. After using some model identification techniques, I came out with an ARIMA(0,2,1) model. I used the detectIO function in the package TSA in R to detect an innovative … might not be able to make any predictions from that in R. Are there any other ways I could do this? Here are my values in order: VALUE <- scan() 4.6 4.5 4.4 4.5 4.4 4.6 4.7 4.6 4.7 4.7 4.7 …
asked Jun 21 '13 by b2amen
1
vote
1answer
$\hat{e}_t$? Does R offer any help to that too? I know that my ARIMA(0,2,1) model can be written as $Y_{t} = 2Y_{t-1} - Y_{t-2} + e_{t} + \theta e_{t-1}$. I want to forecast 1-time ahead into the … , which i obtained from my R output. My problem now is, how do i determine the value for my $\hat e_{t} $ so i could find $ \hat Y_{t}(1)$? I have an R code that gives me all these forecasts though, but …
asked Jul 11 '13 by b2amen