[R] Is R able to fit and forecast arima models using daily time series?

2013-09-16 Thread Paul Bernal
Hello everyone,

I have been struggling quite a bit with R whenever I try to fit ARMA or
ARIMA models and produce forecasts for datasets containing daily
observations.

Can somebody tell me whether R can handle daily time series or not? I have
the impresion that R cannot fit nor produce forecasts for datasets with
daily historical observations but I need to make sure that this is actually
the case.

Any help and/or guidance will be greatly appreciated,

Best regards,

Paul

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Re: [R] Is R able to fit and forecast arima models using daily time series?

2013-09-16 Thread Pascal Oettli
Hello,

R is able to handle daily time series. A problem arises when you have to
deal with leap years. zoo is able to manage 365 or 366 days a year,
while ts is not able to do that, . But as far as I read, most of ARMA,
ARIMA or SARIMA works with ts, not with zoo. Maybe some else might
provide you more help.

Regards,
Pascal


2013/9/17 Paul Bernal paulberna...@gmail.com

 Hello everyone,

 I have been struggling quite a bit with R whenever I try to fit ARMA or
 ARIMA models and produce forecasts for datasets containing daily
 observations.

 Can somebody tell me whether R can handle daily time series or not? I have
 the impresion that R cannot fit nor produce forecasts for datasets with
 daily historical observations but I need to make sure that this is actually
 the case.

 Any help and/or guidance will be greatly appreciated,

 Best regards,

 Paul

 [[alternative HTML version deleted]]

 __
 R-help@r-project.org mailing list
 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.




-- 
Pascal Oettli
Project Scientist
JAMSTEC
Yokohama, Japan

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