[R] Predict function in ARIMA/GARCH- Real time forecastinng

2010-03-30 Thread RAGHAVENDRA PRASAD
Hi, I m working on time series forecasting.I was checking ARIMA and GARCH model for forecasting.Is there any possibility that we can include test data as input for predict function.I am working on real time forecasting where i would be getting real time feeds using which i need forecas

Re: [R] Store the model built and Using the same on a later date.

2010-03-26 Thread RAGHAVENDRA PRASAD
, Raghav On Fri, Mar 26, 2010 at 2:24 PM, Prof Brian Ripley wrote: > Just save() the model fit. See ?save. > > > On Fri, 26 Mar 2010, RAGHAVENDRA PRASAD wrote: > > Hi, >> >> Thanks for the info.I will try this.But i am working on real time >> analytics >>

Re: [R] Store the model built and Using the same on a later date.

2010-03-26 Thread RAGHAVENDRA PRASAD
; there's probably a far more sophisticated way to do this, but if I'm > understanding you correctly this is a quick fix... > > regards > katya > > > >>> RAGHAVENDRA PRASAD 2010/03/26 09:53 AM >>> > > Hi, > > I have a NN model build using AM

[R] Store the model built and Using the same on a later date.

2010-03-26 Thread RAGHAVENDRA PRASAD
Hi, I have a NN model build using AMORE and NNET.If i want to reuse the model built on later date.How can i store this model.In what format should i need to store the model.I wont be saving the session.I want to just store the model and recall this model whenever required.Is it possible to store?

[R] Reg GARCH+ARIMA

2010-03-16 Thread RAGHAVENDRA PRASAD
Hi, Although my doubt is pretty,as i m not from stats background i am not sure how to proceed on this. Currently i am doing a forecasting.I used ARIMA to forecast and time series was volatile i used garchFit for residuals. How to use the output of Garch to correct the forecasted values from ARIMA