Fitting Arima Models and Forecasting Using Daily Historical Data

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Fitting Arima Models and Forecasting Using Daily Historical Data

PaulJr
Hello everyone,

I was trying to fit an arima model to a daily historical data, but, for
some reason, havent been able to.

I basically have 212 observations (from 12/1/2012 to 06/30/2013) containing
the number of transits for a particular vessel.

The following messages are produced by R:

dailytrans.fit<-arima(dailytrans$transits, order=c(0,1,2),
seasonal=list(order=c(0,1,2), period=365), include.mean=FALSE)
Error in arima(dailytrans$transits, order = c(0, 1, 2), seasonal =
list(order = c(0,  :
  too few non-missing observations
> dailytrans.fit<-arima(dailytrans$transits, order=c(0,1,2),
seasonal=list(order=c(0,1,2), period=200), include.mean=FALSE)
Error in makeARIMA(trarma[[1]], trarma[[2]], Delta, kappa) :
  maximum supported lag is 350

Then I tried the auto.arima function but the following happened:

fit<-auto.arima(dailytrans$transits)

Warning in if (class(fit) != "try-error") offset <- -2 * fit$loglik -
length(x) *  :

  the condition has length > 1 and only the first element will be used

If anyone could give me some guidance I will really truly appreciate it,


Best regards,


Paul

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Re: Fitting Arima Models and Forecasting Using Daily Historical Data

Brian Ripley
On 09/09/2013 20:36, Paul Bernal wrote:
> Hello everyone,
>
> I was trying to fit an arima model to a daily historical data, but, for
> some reason, havent been able to.
>
> I basically have 212 observations (from 12/1/2012 to 06/30/2013) containing

Those dates are not in a standard format: ISO 8601 is preferred.

> the number of transits for a particular vessel.

Which seems to be less than a year and you are trying to fit a
seasonally differenced model with period 365.  So I guess there are no
pairs of observations a year apart.

This is not really an R issue: you need to get basic advice on
time-series modelling.

> The following messages are produced by R:
>
> dailytrans.fit<-arima(dailytrans$transits, order=c(0,1,2),
> seasonal=list(order=c(0,1,2), period=365), include.mean=FALSE)
> Error in arima(dailytrans$transits, order = c(0, 1, 2), seasonal =
> list(order = c(0,  :
>    too few non-missing observations
>> dailytrans.fit<-arima(dailytrans$transits, order=c(0,1,2),
> seasonal=list(order=c(0,1,2), period=200), include.mean=FALSE)
> Error in makeARIMA(trarma[[1]], trarma[[2]], Delta, kappa) :
>    maximum supported lag is 350
>
> Then I tried the auto.arima function but the following happened:

Which is not part of R.

> fit<-auto.arima(dailytrans$transits)
>
> Warning in if (class(fit) != "try-error") offset <- -2 * fit$loglik -
> length(x) *  :
>
>    the condition has length > 1 and only the first element will be used
>
> If anyone could give me some guidance I will really truly appreciate it,
>
>
> Best regards,
>
>
> Paul



--
Brian D. Ripley,                  [hidden email]
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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Re: Fitting Arima Models and Forecasting Using Daily Historical Data

PaulJr
Dear Mr. Brian,

What is the ISO 8601 standard for dates?

Excuse my ignorance and best regards,

Paul
 El 09/09/2013 16:41, "Prof Brian Ripley" <[hidden email]> escribió:

> On 09/09/2013 20:36, Paul Bernal wrote:
>
>> Hello everyone,
>>
>> I was trying to fit an arima model to a daily historical data, but, for
>> some reason, havent been able to.
>>
>> I basically have 212 observations (from 12/1/2012 to 06/30/2013)
>> containing
>>
>
> Those dates are not in a standard format: ISO 8601 is preferred.
>
>  the number of transits for a particular vessel.
>>
>
> Which seems to be less than a year and you are trying to fit a seasonally
> differenced model with period 365.  So I guess there are no pairs of
> observations a year apart.
>
> This is not really an R issue: you need to get basic advice on time-series
> modelling.
>
>  The following messages are produced by R:
>>
>> dailytrans.fit<-arima(**dailytrans$transits, order=c(0,1,2),
>> seasonal=list(order=c(0,1,2), period=365), include.mean=FALSE)
>> Error in arima(dailytrans$transits, order = c(0, 1, 2), seasonal =
>> list(order = c(0,  :
>>    too few non-missing observations
>>
>>> dailytrans.fit<-arima(**dailytrans$transits, order=c(0,1,2),
>>>
>> seasonal=list(order=c(0,1,2), period=200), include.mean=FALSE)
>> Error in makeARIMA(trarma[[1]], trarma[[2]], Delta, kappa) :
>>    maximum supported lag is 350
>>
>> Then I tried the auto.arima function but the following happened:
>>
>
> Which is not part of R.
>
>  fit<-auto.arima(dailytrans$**transits)
>>
>> Warning in if (class(fit) != "try-error") offset <- -2 * fit$loglik -
>> length(x) *  :
>>
>>    the condition has length > 1 and only the first element will be used
>>
>> If anyone could give me some guidance I will really truly appreciate it,
>>
>>
>> Best regards,
>>
>>
>> Paul
>>
>
>
>
> --
> Brian D. Ripley,                  [hidden email]
> Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~**ripley/<http://www.stats.ox.ac.uk/~ripley/>
> University of Oxford,             Tel:  +44 1865 272861 (self)
> 1 South Parks Road,                     +44 1865 272866 (PA)
> Oxford OX1 3TG, UK                Fax:  +44 1865 272595
>
> ______________________________**________________
> [hidden email] mailing list
> https://stat.ethz.ch/mailman/**listinfo/r-help<https://stat.ethz.ch/mailman/listinfo/r-help>
> PLEASE do read the posting guide http://www.R-project.org/**
> posting-guide.html <http://www.R-project.org/posting-guide.html>
> and provide commented, minimal, self-contained, reproducible code.
>
        [[alternative HTML version deleted]]


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Re: Fitting Arima Models and Forecasting Using Daily Historical Data

Duncan Murdoch-2
On 13-09-09 6:14 PM, Paul Bernal wrote:
> Dear Mr. Brian,
>
> What is the ISO 8601 standard for dates?

http://lmgtfy.com/?q=ISO+8601

Duncan Murdoch

>
> Excuse my ignorance and best regards,
>
> Paul
>   El 09/09/2013 16:41, "Prof Brian Ripley" <[hidden email]> escribió:
>
>> On 09/09/2013 20:36, Paul Bernal wrote:
>>
>>> Hello everyone,
>>>
>>> I was trying to fit an arima model to a daily historical data, but, for
>>> some reason, havent been able to.
>>>
>>> I basically have 212 observations (from 12/1/2012 to 06/30/2013)
>>> containing
>>>
>>
>> Those dates are not in a standard format: ISO 8601 is preferred.
>>
>>   the number of transits for a particular vessel.
>>>
>>
>> Which seems to be less than a year and you are trying to fit a seasonally
>> differenced model with period 365.  So I guess there are no pairs of
>> observations a year apart.
>>
>> This is not really an R issue: you need to get basic advice on time-series
>> modelling.
>>
>>   The following messages are produced by R:
>>>
>>> dailytrans.fit<-arima(**dailytrans$transits, order=c(0,1,2),
>>> seasonal=list(order=c(0,1,2), period=365), include.mean=FALSE)
>>> Error in arima(dailytrans$transits, order = c(0, 1, 2), seasonal =
>>> list(order = c(0,  :
>>>     too few non-missing observations
>>>
>>>> dailytrans.fit<-arima(**dailytrans$transits, order=c(0,1,2),
>>>>
>>> seasonal=list(order=c(0,1,2), period=200), include.mean=FALSE)
>>> Error in makeARIMA(trarma[[1]], trarma[[2]], Delta, kappa) :
>>>     maximum supported lag is 350
>>>
>>> Then I tried the auto.arima function but the following happened:
>>>
>>
>> Which is not part of R.
>>
>>   fit<-auto.arima(dailytrans$**transits)
>>>
>>> Warning in if (class(fit) != "try-error") offset <- -2 * fit$loglik -
>>> length(x) *  :
>>>
>>>     the condition has length > 1 and only the first element will be used
>>>
>>> If anyone could give me some guidance I will really truly appreciate it,
>>>
>>>
>>> Best regards,
>>>
>>>
>>> Paul
>>>
>>
>>
>>
>> --
>> Brian D. Ripley,                  [hidden email]
>> Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~**ripley/<http://www.stats.ox.ac.uk/~ripley/>
>> University of Oxford,             Tel:  +44 1865 272861 (self)
>> 1 South Parks Road,                     +44 1865 272866 (PA)
>> Oxford OX1 3TG, UK                Fax:  +44 1865 272595
>>
>> ______________________________**________________
>> [hidden email] mailing list
>> https://stat.ethz.ch/mailman/**listinfo/r-help<https://stat.ethz.ch/mailman/listinfo/r-help>
>> PLEASE do read the posting guide http://www.R-project.org/**
>> posting-guide.html <http://www.R-project.org/posting-guide.html>
>> and provide commented, minimal, self-contained, reproducible code.
>>
>
> [[alternative HTML version deleted]]
>
>
>
> ______________________________________________
> [hidden email] 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.
>

______________________________________________
[hidden email] 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.