Complex Time Series

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Complex Time Series

Bernardo Rangel tura
Hi R masters,

In my work I analyse a time serie of number of birth in State of Rio de Janeiro.
After study de ACF e p ACF I conclude the model is:

Non seasonal ar(1)
In 7 days lag 7 days seasonal ma(1)  
In 364 days lag 364 days seasonal ma(1)

If the time serie was Non seasonal ar(1) with one  seasonal ma(1)   is simple
using command arima for fit a time serie, but I don't know HOW TO fit a arima
model in a time serie with 2 diferent seasonal periods

I attach de file ts.csv with the serie.

Thanks in advance....

Bernardo Rangel Tura, M.D, M.P.H, PhD
National Institute of Cardiology
Rio de Janeiro - Brazil


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Re: Complex Time Series

Spencer Graves
      If this were my problem, I think I'd express it as a Kalman filter
and use the 'dlm' package.  Fortunately, the package contains a vignette.

      Hope this helps.
      Spencer Graves

Bernardo Rangel Tura wrote:

> Hi R masters,
>
> In my work I analyse a time serie of number of birth in State of Rio de Janeiro.
> After study de ACF e p ACF I conclude the model is:
>
> Non seasonal ar(1)
> In 7 days lag 7 days seasonal ma(1)  
> In 364 days lag 364 days seasonal ma(1)
>
> If the time serie was Non seasonal ar(1) with one  seasonal ma(1)   is simple
> using command arima for fit a time serie, but I don't know HOW TO fit a arima
> model in a time serie with 2 diferent seasonal periods
>
> I attach de file ts.csv with the serie.
>
> Thanks in advance....
>
> Bernardo Rangel Tura, M.D, M.P.H, PhD
> National Institute of Cardiology
> Rio de Janeiro - Brazil
>
>  
> ------------------------------------------------------------------------
>
> ______________________________________________
> [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.