Re: [R] Revo R for Arima Implementation

[Suzen, Mehmet]

On 28 October 2013 14:26, Anindita Chattopadhyay
 wrote:
> We need to understand how we can implement this in Revo R.

Most of the people here contribute to community of R not Revo R. I
think it is unfair of you to request from this list to solve your Revo
R issue.

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Re: [R] Revo R for Arima Implementation

[Rolf Turner]

Your question still makes no sense at all to me.  You provide no example 
code

and no data.  You do not specify, in any comprehensible way, what model you
are trying to fit.

And as Jeff Newmiller said, if you are concerned with "Revo R" why are 
you posting

to "r-help"?

Please get your act together or stop cluttering up the r-help list.

cheers,

Rolf Turner

On 10/29/13 02:26, Anindita Chattopadhyay wrote:

Hi Rolf,

Thanks for the response. I have re-phrased the problem. Hope this will help.

We're working on a project where our model tries to predict the value of 
bookings as a time series of past bookings as well as some external flags.
The data was found to be stationary using the Dicky-Fuller test.
We have only a non-seasonal component for the AR and MA terms (small p & q 
only).
No differencing was done.

Then, we used values of p = 1, 7, 8 and q = 1, 7.
The main issue is that the p values are additive and q values are 
multiplicative.
We need to understand how we can implement this in Revo R.

Just to add, since we have external flags , we cannot make use of SARIMA 
function.
Please let me know if any other questions.

Thank you in advance!

Regards,
Anindita Chattopadhyay | +919886800606 | www.mu-sigma.com |

-Original Message-
From: Rolf Turner [mailto:r.tur...@auckland.ac.nz]
Sent: Saturday, October 26, 2013 1:56 AM
To: Anindita Chattopadhyay
Cc: r-help@r-project.org; Harish K
Subject: Re: [R] Revo R for Arima Implementation


Your question is pretty well totally opaque to me.  Describe the model you want 
to fit in mathematical terms, rather than referring to The Package That Must 
Not Be Named.  This is the ***R***  list.

It is possible that you might want to make use of the "seasonal"
argument to the
arima() function.

  cheers,

  Rolf Turner

On 10/26/13 01:19, Anindita Chattopadhyay wrote:

Hello There,

We have used ARIMA(multiplicative MA and additive AR) model in SAS to come to 
our results. Please let me know how could that be implemented in R.

Like,  In SAS we can pass the variable  as AR= (1,7) and MA=(1)(7) which is 
additive and multiplicative respectively.

In R we have the option as : order = c(0, 0, 0) which is (p,d,q).Is there any 
specific way/code such that we specify the additive  AR and multiplicative MA 
simultaneously?


__
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.

Re: [R] Revo R for Arima Implementation

[Jeff Newmiller]

You still don't seem to get the hint that support that is SPECIFIC to 
Revolution R is off- topic on this mailing list. Since you have identified your 
subject so clearly, we can only safely respond that we cannot answer you.

If you change your mind and decide to ask what can be done in R (which should 
also work in Revolution R but may not be optimal), you should also read the 
Posting Guide and post a reproducible example that demonstrates where you are 
in your analysis. You should also use the RSiteSearch function to look up 
packages that might address your needs, since this is not a statistics theory 
discussion forum either.
---
Jeff NewmillerThe .   .  Go Live...
DCN:Basics: ##.#.   ##.#.  Live Go...
  Live:   OO#.. Dead: OO#..  Playing
Research Engineer (Solar/BatteriesO.O#.   #.O#.  with
/Software/Embedded Controllers)   .OO#.   .OO#.  rocks...1k
--- 
Sent from my phone. Please excuse my brevity.

Anindita Chattopadhyay  wrote:
>Hi Rolf,
>
>Thanks for the response. I have re-phrased the problem. Hope this will
>help.
>
>We're working on a project where our model tries to predict the value
>of bookings as a time series of past bookings as well as some external
>flags.
>The data was found to be stationary using the Dicky-Fuller test.
>We have only a non-seasonal component for the AR and MA terms (small p
>& q only).
>No differencing was done.
>
>Then, we used values of p = 1, 7, 8 and q = 1, 7.
>The main issue is that the p values are additive and q values are
>multiplicative.
>We need to understand how we can implement this in Revo R.
>
>Just to add, since we have external flags , we cannot make use of
>SARIMA function.
>Please let me know if any other questions.
>
>Thank you in advance!
>
>Regards,
>Anindita Chattopadhyay | +919886800606 | www.mu-sigma.com |
>
>-Original Message-
>From: Rolf Turner [mailto:r.tur...@auckland.ac.nz]
>Sent: Saturday, October 26, 2013 1:56 AM
>To: Anindita Chattopadhyay
>Cc: r-help@r-project.org; Harish K
>Subject: Re: [R] Revo R for Arima Implementation
>
>
>Your question is pretty well totally opaque to me.  Describe the model
>you want to fit in mathematical terms, rather than referring to The
>Package That Must Not Be Named.  This is the ***R***  list.
>
>It is possible that you might want to make use of the "seasonal"
>argument to the
>arima() function.
>
> cheers,
>
> Rolf Turner
>
>On 10/26/13 01:19, Anindita Chattopadhyay wrote:
>> Hello There,
>>
>> We have used ARIMA(multiplicative MA and additive AR) model in SAS to
>come to our results. Please let me know how could that be implemented
>in R.
>>
>> Like,  In SAS we can pass the variable  as AR= (1,7) and MA=(1)(7)
>which is additive and multiplicative respectively.
>>
>> In R we have the option as : order = c(0, 0, 0) which is (p,d,q).Is
>there any specific way/code such that we specify the additive  AR and
>multiplicative MA simultaneously?
>>
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>person(s) or entities to which it is addressed. Any review,
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>in reliance upon, this information by persons or entities other than
>the intended recipient is prohibited and may be illegal. If you
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>that its electronic communications are free from viruses. However,
>given Internet accessibility, the Company cannot accept liability for
>any virus introduced by this e-mail or any attachment and you are
>advised to use up-to-date virus checking software.
>
>__
>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.

__
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.

Re: [R] Revo R for Arima Implementation

[Anindita Chattopadhyay]

Hi Rolf,

Thanks for the response. I have re-phrased the problem. Hope this will help.

We're working on a project where our model tries to predict the value of 
bookings as a time series of past bookings as well as some external flags.
The data was found to be stationary using the Dicky-Fuller test.
We have only a non-seasonal component for the AR and MA terms (small p & q 
only).
No differencing was done.

Then, we used values of p = 1, 7, 8 and q = 1, 7.
The main issue is that the p values are additive and q values are 
multiplicative.
We need to understand how we can implement this in Revo R.

Just to add, since we have external flags , we cannot make use of SARIMA 
function.
Please let me know if any other questions.

Thank you in advance!

Regards,
Anindita Chattopadhyay | +919886800606 | www.mu-sigma.com |

-Original Message-
From: Rolf Turner [mailto:r.tur...@auckland.ac.nz]
Sent: Saturday, October 26, 2013 1:56 AM
To: Anindita Chattopadhyay
Cc: r-help@r-project.org; Harish K
Subject: Re: [R] Revo R for Arima Implementation


Your question is pretty well totally opaque to me.  Describe the model you want 
to fit in mathematical terms, rather than referring to The Package That Must 
Not Be Named.  This is the ***R***  list.

It is possible that you might want to make use of the "seasonal"
argument to the
arima() function.

 cheers,

 Rolf Turner

On 10/26/13 01:19, Anindita Chattopadhyay wrote:
> Hello There,
>
> We have used ARIMA(multiplicative MA and additive AR) model in SAS to come to 
> our results. Please let me know how could that be implemented in R.
>
> Like,  In SAS we can pass the variable  as AR= (1,7) and MA=(1)(7) which is 
> additive and multiplicative respectively.
>
> In R we have the option as : order = c(0, 0, 0) which is (p,d,q).Is there any 
> specific way/code such that we specify the additive  AR and multiplicative MA 
> simultaneously?
>
This email message may contain proprietary, private and confidential 
information. The information transmitted is intended only for the person(s) or 
entities to which it is addressed. Any review, retransmission, dissemination or 
other use of, or taking of any action in reliance upon, this information by 
persons or entities other than the intended recipient is prohibited and may be 
illegal. If you received this in error, please contact the sender and delete 
the message from your system. Mu Sigma takes all reasonable steps to ensure 
that its electronic communications are free from viruses. However, given 
Internet accessibility, the Company cannot accept liability for any virus 
introduced by this e-mail or any attachment and you are advised to use 
up-to-date virus checking software.

__
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.

Re: [R] Revo R for Arima Implementation

[Rolf Turner]

Your question is pretty well totally opaque to me.  Describe the model 
you want to
fit in mathematical terms, rather than referring to The Package That 
Must Not Be

Named.  This is the ***R***  list.

It is possible that you might want to make use of the "seasonal" 
argument to the

arima() function.

cheers,

Rolf Turner

On 10/26/13 01:19, Anindita Chattopadhyay wrote:

Hello There,

We have used ARIMA(multiplicative MA and additive AR) model in SAS to come to 
our results. Please let me know how could that be implemented in R.

Like,  In SAS we can pass the variable  as AR= (1,7) and MA=(1)(7) which is 
additive and multiplicative respectively.

In R we have the option as : order = c(0, 0, 0) which is (p,d,q).Is there any 
specific way/code such that we specify the additive  AR and multiplicative MA 
simultaneously?



__
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.

[R] Revo R for Arima Implementation

[Anindita Chattopadhyay]

Hello There,

We have used ARIMA(multiplicative MA and additive AR) model in SAS to come to 
our results. Please let me know how could that be implemented in R.

Like,  In SAS we can pass the variable  as AR= (1,7) and MA=(1)(7) which is 
additive and multiplicative respectively.

In R we have the option as : order = c(0, 0, 0) which is (p,d,q).Is there any 
specific way/code such that we specify the additive  AR and multiplicative MA 
simultaneously?




Thank you!



Regards,

Anindita Chattopadhyay | +919886800606 | 
www.mu-sigma.com |
.
This email message may contain proprietary, private and confidential 
information. The information transmitted is intended only for the person(s) or 
entities to which it is addressed. Any review, retransmission, dissemination or 
other use of, or taking of any action in reliance upon, this information by 
persons or entities other than the intended recipient is prohibited and may be 
illegal. If you received this in error, please contact the sender and delete 
the message from your system. Mu Sigma takes all reasonable steps to ensure 
that its electronic communications are free from viruses. However, given 
Internet accessibility, the Company cannot accept liability for any virus 
introduced by this e-mail or any attachment and you are advised to use 
up-to-date virus checking software.

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R-help@r-project.org mailing list
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and provide commented, minimal, self-contained, reproducible code.