# R Arima Possible Convergence Problem

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So, MAPE is coming **to be 0.000** Is this obvious to happen or am I doing something wrong? a <- rep(0., rd) Pn <- P <- matrix(0., rd, rd) if(r > 1L) Pn[1L:r, 1L:r] <- switch(match.arg(SSinit), "Gardner1980" = .Call(C_getQ0, phi, theta), "Rossignol2011" = .Call(C_getQ0bis, phi, theta, tol), stop("invalid 'SSinit'")) Browse other questions tagged r time-series simulation error stationarity or ask your own question. Thank you so much for your help sir. –mihsathe Aug 30 '11 at 13:03 add a comment| Your Answer draft saved draft discarded Sign up or log in Sign up

share|improve this answer answered Aug 30 '11 at 1:37 IrishStat 13.5k11529 (+1) that's a good note regarding SPSS forecasting the constants, no surprise that then you have MAPE $0$. What's a Damn Dorothy Wordâ„˘? Why don't browser DNS caches mitigate DDOS attacks on DNS providers? But when I try to execure following: fit = arima(diff(series), order=c(1,0,0), seasonal = list(order = c(1, 0, 0), period = NA)) It gives me following error: Error in arima(diff(series), order =

## R Arima Possible Convergence Problem

The seasonal decomposition as presented in raw data file, I guess, is not the output from SARIMA fit. –Dmitrij Celov Aug 30 '11 at 7:13 Oh my god I If you do not account for it,then you are bound to produce poor forecasts. Print some JSON Is there an adverb meaning "by volunteering"? Join them; it only takes a minute: Sign up Here's how it works: Anybody can ask a question Anybody can answer The best answers are voted up and rise to the

If you try with longer sequences (or a smaller AR(1) parameter) you will not get the error. how **Magento validate XSD schema? **Where's the 0xBEEF? P.S.

Not the answer you're looking for? Most available software will duplicate the findings that I have presented here. –IrishStat Aug 30 '11 at 14:44 add a comment| up vote 0 down vote Split your data into a more stack exchange communities company blog Stack Exchange Inbox Reputation and Badges sign up log in tour help Tour Start here for a quick overview of the site Help Center Detailed What are your predicted values?

An analysis of the forecast errors is here . How to get the last monday of every month Why do units (from physics) behave like numbers? Join them; it only takes a minute: Sign up Here's how it works: Anybody can ask a question Anybody can answer The best answers are voted up and rise to the The data set has strong seasonality.

- asked 5 years ago viewed 8843 times active 5 years ago Blog Stack Overflow Podcast #92 - The Guerilla Guide to Interviewing Related 8Explaining the forecasts from an ARIMA model2Detect the
- Here is a brief explanation on what I try to achieve Th16k is time series data (500 data points).
- In multimember constituencies of the House of Commons, how many votes did each voter have?
- up vote 0 down vote favorite 1 I am interesting in simulating AR(1) processes with 0.9 parameter and n = 10.

## Arima R

Messages sorted by: [ date ] [ thread ] [ subject ] [ author ] Hi I would like to use arima () to find the best arima model for y You signed in with another tab or window. R Arima Possible Convergence Problem The model for the most recent 85 values was automatically developed using the iterative (not list-based) method of Box and Jenkins (1,0,0)(0,1,0)12 with an outlier at period 101. Can anyone tell me what exactly the css method does?

I'll try to put something together in next few days if I find time. –forecaster Feb 17 '15 at 23:24 @forecaster okay, thank you for your response. –Jim Johnson I'll expand my answer in the next few days bear with me. Cooking inside a hotel room Is there an adverb meaning "by volunteering"? The ambiguous "he is buried" When a girl mentions her girlfriend, does she mean it like lesbian girlfriend?

Thank you so much sir... Reload to refresh your session. Forecast Out-Of-Sample ---this used to work fit <- Arima(gIIP, order = c(0, 0, 1), seasonal = list(order = c(1, 0, 1), period = 12), xreg = TRUE, include.mean = TRUE, transform.pars Scroll a quarter (25%) of the screen up or down Is Vrindavan Krishna different from Dvaraka Krishna?

And why is CSS-ML the default in R? If you can share your knowledge, please advise me!!! :-) <----------------------------------------------------------------------- -----------------------------> w <- 50 pth <- th16k[1:w] limit <- length(th16k)-w for (i in 1:limit) { ws <- i we The above code (now updated to include an artificial data set) works. –Rob Hyndman Aug 30 '11 at 6:37 Sir, you can check the data..

## reply | permalink Claudia Beleites In addition, if you need to dig down why the error occurs: ?traceback ?recover HTH Claudia Am 23.03.2012 10:29, schrieb Jim Holtman: -- Claudia Beleites Spectroscopy/Imaging

Browse other questions tagged r time-series arima or ask your own question. There is a package in R called tsoutliers which implements Chen and Liu that can help you diagnose outliers in the data. asked 5 years ago viewed 2195 times active 5 years ago Blog Stack Overflow Podcast #92 - The Guerilla Guide to Interviewing Visit Chat Related 11Auto.arima with daily data: how to The plot of actual/fit/forecats is here with forecast plot here showing the 5 retained values.

Perform estimation library(forecast) library(zoo) library(stats) auto.arima(gIIP, d=NA, D=NA, max.p=12, max.q=12, max.P=2, max.Q=2, max.order=12, max.d=2, max.D=2, start.p=2, start.q=2, start.P=1, start.Q=1, stationary=FALSE, seasonal=TRUE, ic=c("aicc","aic", "bic"), stepwise=FALSE, trace=TRUE, approximation=FALSE | frequency(gIIP)>12), xreg=NULL, test=c("kpss","adf","pp"), seasonal.test=c("ocsb","ch"), The size of window for fitting and predicting is 50 (data points). q <- length(ma) q0 <- max(which(c(1,ma) != 0)) - 1L if(!q0) return(ma) roots <- polyroot(c(1, ma[1L:q0])) ind <- Mod(roots) < 1 if(all(!ind)) return(ma) if(q0 == 1) return(c(1/ma[1L], rep.int(0, q - q0))) thus the sf for 239 would the df for for 227 .

Compare you forecasts for the test set to the actuals for the test set. I tried to find out on google but I couldnt' find anything usefull or understandable to me as a non-statistician. res <- .Call(C_ARIMA_Like, x, Z, 0L, FALSE) s2 <- res[1L]/res[3L] 0.5*(log(s2) + res[2L]/res[3L]) } armaCSS <- function(p) { par <- as.double(fixed) par[mask] <- p trarma <- .Call(C_ARIMA_transPars, par, arma, FALSE) if(ncxreg Are there any historically significant examples?

I'll wait for the rest of your explanation. Why do you need to simulate such a short process? –while Feb 4 '14 at 14:17 @mpiktas you are right about the large code, but you were wrong about Why don't cameras offer more than 3 colour channels? (Or do they?) Fill in the Minesweeper clues Why would breathing pure oxygen be a bad idea? The problem is, every time I execute following script, I got error saying > source("C:\\R\\arima.R") Error in arima(temp, order = c(1, 0, 1)) : non-stationary AR part from CSS

You can force R to use MLE (maximum likelihood estimation) instead by using the argument method="ML". If you are differencing the series (as you are here), it is usually better to do this via the model rather than explicitly. What to do with my pre-teen daughter who has been out of control since a severe accident? Browse other questions tagged r time-series or ask your own question.

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