Yes that is a little off topic but I will look into it more. Thank you very much for your help.
Michael On Mon, May 13, 2019 at 11:33 AM Rui Barradas <ruipbarra...@sapo.pt> wrote: > Hello, > > Sorry for the late reply. > Inline. > > Às 17:54 de 10/05/19, Michael Howell escreveu: > > Rui, > > I'm still new to ARIMA forecasting but I examined the PACF and saw > > significant correlation at lag 2. > > You saw a PACF with a significant correlation at lag 2 but not at lag 1. > When this happens, it many times means that you shouldn't consider the > lag 2. In fact, it might mean that the process is nonlinear. > And the ACF shows an insignificant lag 1. > > Try > > ords <- list(c(1, 0, 0), c(2, 0, 0), c(0, 0, 1)) > fit_list <- lapply(ords, function(o) > Arima(tsdata, order = o, include.drift = TRUE)) > sapply(fit_list, AIC) > sapply(fit_list, BIC) > > > Which gives the minimum AIC? And BIC? > These are not perfect and automated model selection can have problems, > but it's not unreasonable to compare them. > > I believe this is off-topic for R-Help, since it's a question about > statistics and nonlinear time series is a really, really broad field to > be discussed here. Try to find local help on this. > > Hope this helps, > > Rui Barradas > > The ACF showed a more gradual decline > > which seemed to indicate it was Autoregressive. That should mean it's a > > AR(2) process right? > > > > image.png > > **//___^ > > Regards, > > Michael Howell > > > > > > On Fri, May 10, 2019 at 12:51 AM Rui Barradas <ruipbarra...@sapo.pt > > <mailto:ruipbarra...@sapo.pt>> wrote: > > > > Why not > > > > Arima(tsdata, c(0, 0, 1), include.drift = TRUE) > > > > ? > > > > Why do you say it should be an AR(2) model? > > > > Hope this helps, > > > > Rui Barradas > > > > Às 06:43 de 10/05/19, Rui Barradas escreveu: > > > Hello, > > > > > > This is just a typo, in R logical values ("true) are not character > > > strings. You must pass FALSE (the default, can be omited) or TRUE. > > > > > > fitdata <- Arima(tsdata, c(2, 0, 0), include.drift = TRUE) > > > > > > > > > From the help page ?logical > > > > > > Details > > > > > > TRUE and FALSE are reserved words denoting logical constants in > > the R > > > language, whereas T and F are global variables whose initial > > values set > > > to these. All four are logical(1) vectors. > > > > > > Hope this helps, > > > > > > Rui Barradas > > > > > > Às 00:26 de 10/05/19, Bert Gunter escreveu: > > >> In future, always cc the list (unless it's personal,which this > > isn't). I > > >> have done so here. As I am largely ignorant on the subject > > matter, others > > >> will have to help, which is why you should cc the list. > > >> > > >> Cheers, > > >> Bert Gunter > > >> > > >> "The trouble with having an open mind is that people keep coming > > along > > >> and > > >> sticking things into it." > > >> -- Opus (aka Berkeley Breathed in his "Bloom County" comic strip > ) > > >> > > >> > > >> On Thu, May 9, 2019 at 3:49 PM Michael Howell > > <mchowe...@gmail.com <mailto:mchowe...@gmail.com>> > > >> wrote: > > >> > > >>> I apologize for that. The Arima() function that I'm trying to > > use comes > > >>> from the forecast package. I created a time series object using > > the > > >>> above > > >>> 24 observations. The initial model I created doesn't seem to > > perform so > > >>> well so I thought a drift term might fit the data better. I > > used the > > >>> following code to create the time series object: > > >>> > > >>> tsdata<- ts(data, start = c(1,1), end = c(24,1), frequency = 1) > > >>> > > >>> > > >>> Where* data* is the dataframe that contains the initial 24 > > observations. > > >>> I then used the following code to try to create the model: > > >>> > > >>> fitdata <- Arima(tsdata,c(2,0,0),include.drift="true") > > >>>> > > >>> > > >>> After doing this I obtained the following error message: > > >>> > > >>> Error in (order[2] + seasonal$order[2]) > 1 & include.drift: > > operations > > >>>> are possible only for numeric, logical or complex types > > >>>> Traceback: > > >>>> > > >>>> 1. Arima(tsdata, c(2, 0, 0), include.drift = "true") > > >>> > > >>> > > >>> I hope this is more clear. > > >>> > > >>> On Thu, May 9, 2019 at 4:39 PM Bert Gunter > > <bgunter.4...@gmail.com <mailto:bgunter.4...@gmail.com>> > > >>> wrote: > > >>> > > >>>> Please start by reading and following the posting guide linked > > at the > > >>>> bottom of this email. In particular: > > >>>> > > >>>> 1) Post in **plain text** on this plain text list so we don't > > get the > > >>>> mangled html of your post. > > >>>> > > >>>> 2) Tell us what package Arima() is in. > > >>>> > > >>>> Cheers, > > >>>> Bert Gunter > > >>>> > > >>>> > > >>>> > > >>>> > > >>>> On Thu, May 9, 2019 at 2:27 PM Michael Howell > > <mchowe...@gmail.com <mailto:mchowe...@gmail.com>> > > >>>> wrote: > > >>>> > > >>>>> Hello everyone, > > >>>>> So this is my first post to this list, I'm trying to fit an > > Arima > > >>>>> (2,0,0) > > >>>>> model and I think a drift term would help but I'm getting an > > error > > >>>>> term > > >>>>> when I'm trying to include it. Here is my data: > > >>>>> > > >>>>> -6.732172338 > > >>>>> -2.868884273 > > >>>>> -5.371585089 > > >>>>> -6.512740463 > > >>>>> -4.171062657 > > >>>>> -5.738499071 > > >>>>> -3.343947176 > > >>>>> -1.944879508 > > >>>>> -5.464109272 > > >>>>> -3.189183392 > > >>>>> -3.684700232 > > >>>>> -2.168303451 > > >>>>> -2.329837082 > > >>>>> -0.761979236 > > >>>>> -2.189025304 > > >>>>> 1.094238807 > > >>>>> -4.812300745 > > >>>>> 0.784198777 > > >>>>> -1.567075922 > > >>>>> 0.143963653 > > >>>>> 1.131119051 > > >>>>> 2.899746353 > > >>>>> -0.498719993 > > >>>>> 3.121623505 I created a time series object with 24 annual > > >>>>> observations. I > > >>>>> didn't include dates because there isn't an observation for > > every > > >>>>> year. > > >>>>> > > >>>>> tsdata<-ts(read.csv("...\\Pre2001LaunchDateTraining.csv"), > > start = > > >>>>> c(1,1), > > >>>>> end = c(24,1), frequency = 1) I then created a time series > > object > > >>>>> using > > >>>>> the > > >>>>> Arima() function. fitdata <- > > Arima(tsdata,c(2,0,0),include.drift = > > >>>>> "true") > > >>>>> After executing I get this error: Error in (order[2] + > > >>>>> seasonal$order[2]) > > > >>>>> 1 & include.drift: operations are possible only for numeric, > > >>>>> logical or > > >>>>> complex types Traceback: 1. Arima(tsdata, c(2, 0, 0), > > include.drift = > > >>>>> "true") > > >>>>> Any help would be greatly appreciated! > > >>>>> > > >>>>> [[alternative HTML version deleted]] > > >>>>> > > >>>>> ______________________________________________ > > >>>>> R-help@r-project.org <mailto:R-help@r-project.org> mailing > > list -- To UNSUBSCRIBE and more, see > > >>>>> https://stat.ethz.ch/mailman/listinfo/r-help > > >>>>> PLEASE do read the posting guide > > >>>>> http://www.R-project.org/posting-guide.html > > >>>>> and provide commented, minimal, self-contained, reproducible > > code. > > >>>>> > > >>>> > > >> > > >> [[alternative HTML version deleted]] > > >> > > >> ______________________________________________ > > >> R-help@r-project.org <mailto:R-help@r-project.org> mailing list > > -- To UNSUBSCRIBE and more, see > > >> https://stat.ethz.ch/mailman/listinfo/r-help > > >> PLEASE do read the posting guide > > >> http://www.R-project.org/posting-guide.html > > >> and provide commented, minimal, self-contained, reproducible > code. > > >> > > > > > > ______________________________________________ > > > R-help@r-project.org <mailto:R-help@r-project.org> mailing list > > -- To UNSUBSCRIBE and more, see > > > https://stat.ethz.ch/mailman/listinfo/r-help > > > PLEASE do read the posting guide > > > http://www.R-project.org/posting-guide.html > > > and provide commented, minimal, self-contained, reproducible code. > > > [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.