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

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

PaulJr
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: Is R able to fit and forecast arima models using daily time series?

Pascal Oettli-2
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 <[hidden email]>

> 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]]
>
> ______________________________________________
> [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.
>



--
Pascal Oettli
Project Scientist
JAMSTEC
Yokohama, Japan

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and provide commented, minimal, self-contained, reproducible code.