

Dear forum,
I would like to forecast e.g. with the arimamodel. To figure out which model works best I am going to predict with this models.
my first code:
for(ar.ord in 1:3){
for(ma.ord in 1:3){
print(predict(arima(para_qtr[1:(n8),1],order=c(ar.ord,1,ma.ord)), n.ahead=8)$pred)
}
}
this one works. but I want to "save" my results in a matrix or a data.frame.
my second code:
foreL<8
b0f<matrix(nrow=9, ncol=foreL)
for(i in 1:9){
for(ar.ord in 1:3){
for(ma.ord in 1:3){
b0f[i,]<c(predict(arima(para_qtr[1:(n8),1],order=c(ar.ord,1,ma.ord)), n.ahead=foreL)$pred)
}
}
}
sure this one doesn't work. the matrix b0f only consists of the forecast of the ARIMA(3,1,3)model. I need the forecasts of ARIMA(1,1,1), ARIMA(2,1,1) ARIMA(3,1,1), ARIMA(3,1,2) and so on ad nauseam in the lines of the b0f matrix.
I would be glad if someone could help me.
best regards, fred


A little bit change of your code may do the work
foreL<8
b0f<matrix(nrow=9, ncol=foreL)
ct<1 ### use this as the index of b0f
for(ar.ord in 1:3){
for(ma.ord in 1:3){
b0f[ct,]<c(predict(arima(para_qtr[1:(n8),1],order=c(ar.ord,1,ma.ord)),
n.ahead=foreL)$pred)
ct<ct+1 ### increment the counter
}
}
Weidong Gu
On Wed, Sep 14, 2011 at 5:36 PM, Fred < [hidden email]> wrote:
> Dear forum,
>
> I would like to forecast e.g. with the arimamodel. To figure out which
> model works best I am going to predict with this models.
>
> my first code:
>
> for(ar.ord in 1:3){
> for(ma.ord in 1:3){
> print(predict(arima(para_qtr[1:(n8),1],order=c(ar.ord,1,ma.ord)),
> n.ahead=8)$pred)
> }
> }
>
> this one works. but I want to "save" my results in a matrix or a data.frame.
>
> my second code:
> foreL<8
> b0f<matrix(nrow=9, ncol=foreL)
> for(i in 1:9){
> for(ar.ord in 1:3){
> for(ma.ord in 1:3){
> b0f[i,]<c(predict(arima(para_qtr[1:(n8),1],order=c(ar.ord,1,ma.ord)),
> n.ahead=foreL)$pred)
> }
> }
> }
> sure this one doesn't work. the matrix b0f only consists of the forecast of
> the ARIMA(3,1,3)model. I need the forecasts of ARIMA(1,1,1), ARIMA(2,1,1)
> ARIMA(3,1,1), ARIMA(3,1,2) and so on ad nauseam in the lines of the b0f
> matrix.
>
> I would be glad if someone could help me.
>
> best regards, fred
>
>
>
> 
> View this message in context: http://r.789695.n4.nabble.com/Loopstp3814162p3814162.html> Sent from the R help mailing list archive at Nabble.com.
>
> ______________________________________________
> [hidden email] mailing list
> https://stat.ethz.ch/mailman/listinfo/rhelp> PLEASE do read the posting guide http://www.Rproject.org/postingguide.html> and provide commented, minimal, selfcontained, reproducible code.
>
______________________________________________
[hidden email] mailing list
https://stat.ethz.ch/mailman/listinfo/rhelpPLEASE do read the posting guide http://www.Rproject.org/postingguide.htmland provide commented, minimal, selfcontained, reproducible code.


Look at the combinations function in gtools and index by the rows of that output for a single loop. Pass values as the three parameters.
Sorry for being terse  writing on my phone.
Michael
On Sep 14, 2011, at 5:36 PM, Fred < [hidden email]> wrote:
> Dear forum,
>
> I would like to forecast e.g. with the arimamodel. To figure out which
> model works best I am going to predict with this models.
>
> my first code:
>
> for(ar.ord in 1:3){
> for(ma.ord in 1:3){
> print(predict(arima(para_qtr[1:(n8),1],order=c(ar.ord,1,ma.ord)),
> n.ahead=8)$pred)
> }
> }
>
> this one works. but I want to "save" my results in a matrix or a data.frame.
>
> my second code:
> foreL<8
> b0f<matrix(nrow=9, ncol=foreL)
> for(i in 1:9){
> for(ar.ord in 1:3){
> for(ma.ord in 1:3){
> b0f[i,]<c(predict(arima(para_qtr[1:(n8),1],order=c(ar.ord,1,ma.ord)),
> n.ahead=foreL)$pred)
> }
> }
> }
> sure this one doesn't work. the matrix b0f only consists of the forecast of
> the ARIMA(3,1,3)model. I need the forecasts of ARIMA(1,1,1), ARIMA(2,1,1)
> ARIMA(3,1,1), ARIMA(3,1,2) and so on ad nauseam in the lines of the b0f
> matrix.
>
> I would be glad if someone could help me.
>
> best regards, fred
>
>
>
> 
> View this message in context: http://r.789695.n4.nabble.com/Loopstp3814162p3814162.html> Sent from the R help mailing list archive at Nabble.com.
>
> ______________________________________________
> [hidden email] mailing list
> https://stat.ethz.ch/mailman/listinfo/rhelp> PLEASE do read the posting guide http://www.Rproject.org/postingguide.html> and provide commented, minimal, selfcontained, reproducible code.
______________________________________________
[hidden email] mailing list
https://stat.ethz.ch/mailman/listinfo/rhelpPLEASE do read the posting guide http://www.Rproject.org/postingguide.htmland provide commented, minimal, selfcontained, reproducible code.


Thank you so much!
foreL<8
b0f<matrix(nrow=9, ncol=foreL)
ct<1 ### use this as the index of b0f
for(ar.ord in 1:3){
for(ma.ord in 1:3){
b0f[ct,]<c(predict(arima(para_qtr[1:(n8),1],order=c(ar.ord,1,ma.ord)),
n.ahead=foreL)$pred)
ct<ct+1 ### increment the counter
}
}
this one works! Best regards!

