time series

classic Classic list List threaded Threaded
3 messages Options
Reply | Threaded
Open this post in threaded view
|

time series

Dr. Alireza Zolfaghari
Hi list,
I have a set of data which I want to use time series analysis in R in order
to forecast the value for future. I know there are some R functions, but not
sure how to use them. Would you please help me if you are familiar with time
series in R? I want to get value for Nov 2012 using the following data.

thanks
Alireza

time value Mar-80 72 Jun-80 77.4 Sep-80 81.9 Dec-80 81 Mar-81 80.1 Jun-81
77.4 Sep-81 67.5 Dec-81 68.4 Mar-82 55.8 Jun-82 42.3 Sep-82 32.4 Dec-82 22.5
Mar-83 25.2 Jun-83 32.4 Sep-83 27 Dec-83 36 Mar-84 33.3 Jun-84 41.4 Sep-84
20.7 Dec-84 18.9 Mar-85 11.7 Jun-85 15.3 Sep-85 9 Dec-85 13.5 Mar-86 17.1
Jun-86 16.2 Sep-86 24.3 Dec-86 28.8 Mar-87 33.3 Jun-87 41.4 Sep-87 46.8
Dec-87 61.2 Mar-88 68.4 Jun-88 74.7 Sep-88 58.5 Dec-88 57.6 Mar-89 63.9
Jun-89 52.2 Sep-89 50.4 Dec-89 50.4 Mar-90 42.3 Jun-90 38.7 Sep-90 26.1
Dec-90 25.2 Mar-91 27 Jun-91 18.9 Sep-91 15.3 Dec-91 15.3 Mar-92 16.2 Jun-92
17.1 Sep-92 13.5 Dec-92 15.3 Mar-93 18.9 Jun-93 15.3 Sep-93 19.8 Dec-93 27.9
Mar-94 33.3 Jun-94 51.3 Sep-94 40.5 Dec-94 60.3 Mar-95 59.4 Jun-95 58.5
Sep-95 47.7 Dec-95 57.6 Mar-96 45.9 Jun-96 37.8 Sep-96 30.6 Dec-96 37.8
Mar-97 40.5 Jun-97 34.2 Sep-97 28.8 Dec-97 26.1 Mar-98 26.1 Jun-98 15.3
Sep-98 11.7 Dec-98 10.8 Mar-99 10.8 Jun-99 13.5 Sep-99 22.5 Dec-99 32.4
Mar-00 39.6 Jun-00 32.4 Sep-00 35.1 Dec-00 27 Mar-01 29.7 Jun-01 35.1 Sep-01
34.2 Dec-01 42.3 Mar-02 51.3 Jun-02 61.2 Sep-02 61.2 Dec-02 57.6 Mar-03 53.1
Jun-03 45 Sep-03 48.6 Dec-03 54.9 Mar-04 61.2 Jun-04 63 Sep-04 71.1 Dec-04
78.3 Mar-05 70.2 Jun-05 73.8 Sep-05 77.4 Dec-05 75.6 Mar-06 76.5 Jun-06 72.9
Sep-06 76.5 Dec-06 74.7 Mar-07 72 Jun-07 72 Sep-07 64.8 Dec-07 60.3 Mar-08
43.2 Jun-08 40.5 Sep-08 30.6 Dec-08 29.7 Mar-09 24.3 Jun-09 23.4 Sep-09 20.7
Dec-09 25.2 Mar-10 38.7 Jun-10 32.4 Sep-10 42.3

        [[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.
Reply | Threaded
Open this post in threaded view
|

Re: time series

ssefick
I think arima may do the trick.  I have not used it, but this is the
functionality I have pulled from the ether.

On Mon, Sep 27, 2010 at 5:02 PM, Dr. Alireza Zolfaghari
<[hidden email]> wrote:

> Hi list,
> I have a set of data which I want to use time series analysis in R in order
> to forecast the value for future. I know there are some R functions, but not
> sure how to use them. Would you please help me if you are familiar with time
> series in R? I want to get value for Nov 2012 using the following data.
>
> thanks
> Alireza
>
> time value Mar-80 72 Jun-80 77.4 Sep-80 81.9 Dec-80 81 Mar-81 80.1 Jun-81
> 77.4 Sep-81 67.5 Dec-81 68.4 Mar-82 55.8 Jun-82 42.3 Sep-82 32.4 Dec-82 22.5
> Mar-83 25.2 Jun-83 32.4 Sep-83 27 Dec-83 36 Mar-84 33.3 Jun-84 41.4 Sep-84
> 20.7 Dec-84 18.9 Mar-85 11.7 Jun-85 15.3 Sep-85 9 Dec-85 13.5 Mar-86 17.1
> Jun-86 16.2 Sep-86 24.3 Dec-86 28.8 Mar-87 33.3 Jun-87 41.4 Sep-87 46.8
> Dec-87 61.2 Mar-88 68.4 Jun-88 74.7 Sep-88 58.5 Dec-88 57.6 Mar-89 63.9
> Jun-89 52.2 Sep-89 50.4 Dec-89 50.4 Mar-90 42.3 Jun-90 38.7 Sep-90 26.1
> Dec-90 25.2 Mar-91 27 Jun-91 18.9 Sep-91 15.3 Dec-91 15.3 Mar-92 16.2 Jun-92
> 17.1 Sep-92 13.5 Dec-92 15.3 Mar-93 18.9 Jun-93 15.3 Sep-93 19.8 Dec-93 27.9
> Mar-94 33.3 Jun-94 51.3 Sep-94 40.5 Dec-94 60.3 Mar-95 59.4 Jun-95 58.5
> Sep-95 47.7 Dec-95 57.6 Mar-96 45.9 Jun-96 37.8 Sep-96 30.6 Dec-96 37.8
> Mar-97 40.5 Jun-97 34.2 Sep-97 28.8 Dec-97 26.1 Mar-98 26.1 Jun-98 15.3
> Sep-98 11.7 Dec-98 10.8 Mar-99 10.8 Jun-99 13.5 Sep-99 22.5 Dec-99 32.4
> Mar-00 39.6 Jun-00 32.4 Sep-00 35.1 Dec-00 27 Mar-01 29.7 Jun-01 35.1 Sep-01
> 34.2 Dec-01 42.3 Mar-02 51.3 Jun-02 61.2 Sep-02 61.2 Dec-02 57.6 Mar-03 53.1
> Jun-03 45 Sep-03 48.6 Dec-03 54.9 Mar-04 61.2 Jun-04 63 Sep-04 71.1 Dec-04
> 78.3 Mar-05 70.2 Jun-05 73.8 Sep-05 77.4 Dec-05 75.6 Mar-06 76.5 Jun-06 72.9
> Sep-06 76.5 Dec-06 74.7 Mar-07 72 Jun-07 72 Sep-07 64.8 Dec-07 60.3 Mar-08
> 43.2 Jun-08 40.5 Sep-08 30.6 Dec-08 29.7 Mar-09 24.3 Jun-09 23.4 Sep-09 20.7
> Dec-09 25.2 Mar-10 38.7 Jun-10 32.4 Sep-10 42.3
>
>        [[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.
>



--
Stephen Sefick
____________________________________
| Auburn University                                   |
| Department of Biological Sciences           |
| 331 Funchess Hall                                  |
| Auburn, Alabama                                   |
| 36849                                                    |
|___________________________________|
| [hidden email]                             |
| http://www.auburn.edu/~sas0025             |
|___________________________________|

Let's not spend our time and resources thinking about things that are
so little or so large that all they really do for us is puff us up and
make us feel like gods.  We are mammals, and have not exhausted the
annoying little problems of being mammals.

                                -K. Mullis

"A big computer, a complex algorithm and a long time does not equal science."

                              -Robert Gentleman

______________________________________________
[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.
Reply | Threaded
Open this post in threaded view
|

Re: time series

Giovanni Petris
In reply to this post by Dr. Alireza Zolfaghari

Unless you tell us what model or what forecasting technique you want to
use, it seems to me that this is more a question about Statistics than
about using R.

Best,
Giovanni Petris


On Mon, 2010-09-27 at 23:02 +0100, Dr. Alireza Zolfaghari wrote:

> Hi list,
> I have a set of data which I want to use time series analysis in R in order
> to forecast the value for future. I know there are some R functions, but not
> sure how to use them. Would you please help me if you are familiar with time
> series in R? I want to get value for Nov 2012 using the following data.
>
> thanks
> Alireza
>
> time value Mar-80 72 Jun-80 77.4 Sep-80 81.9 Dec-80 81 Mar-81 80.1 Jun-81
> 77.4 Sep-81 67.5 Dec-81 68.4 Mar-82 55.8 Jun-82 42.3 Sep-82 32.4 Dec-82 22.5
> Mar-83 25.2 Jun-83 32.4 Sep-83 27 Dec-83 36 Mar-84 33.3 Jun-84 41.4 Sep-84
> 20.7 Dec-84 18.9 Mar-85 11.7 Jun-85 15.3 Sep-85 9 Dec-85 13.5 Mar-86 17.1
> Jun-86 16.2 Sep-86 24.3 Dec-86 28.8 Mar-87 33.3 Jun-87 41.4 Sep-87 46.8
> Dec-87 61.2 Mar-88 68.4 Jun-88 74.7 Sep-88 58.5 Dec-88 57.6 Mar-89 63.9
> Jun-89 52.2 Sep-89 50.4 Dec-89 50.4 Mar-90 42.3 Jun-90 38.7 Sep-90 26.1
> Dec-90 25.2 Mar-91 27 Jun-91 18.9 Sep-91 15.3 Dec-91 15.3 Mar-92 16.2 Jun-92
> 17.1 Sep-92 13.5 Dec-92 15.3 Mar-93 18.9 Jun-93 15.3 Sep-93 19.8 Dec-93 27.9
> Mar-94 33.3 Jun-94 51.3 Sep-94 40.5 Dec-94 60.3 Mar-95 59.4 Jun-95 58.5
> Sep-95 47.7 Dec-95 57.6 Mar-96 45.9 Jun-96 37.8 Sep-96 30.6 Dec-96 37.8
> Mar-97 40.5 Jun-97 34.2 Sep-97 28.8 Dec-97 26.1 Mar-98 26.1 Jun-98 15.3
> Sep-98 11.7 Dec-98 10.8 Mar-99 10.8 Jun-99 13.5 Sep-99 22.5 Dec-99 32.4
> Mar-00 39.6 Jun-00 32.4 Sep-00 35.1 Dec-00 27 Mar-01 29.7 Jun-01 35.1 Sep-01
> 34.2 Dec-01 42.3 Mar-02 51.3 Jun-02 61.2 Sep-02 61.2 Dec-02 57.6 Mar-03 53.1
> Jun-03 45 Sep-03 48.6 Dec-03 54.9 Mar-04 61.2 Jun-04 63 Sep-04 71.1 Dec-04
> 78.3 Mar-05 70.2 Jun-05 73.8 Sep-05 77.4 Dec-05 75.6 Mar-06 76.5 Jun-06 72.9
> Sep-06 76.5 Dec-06 74.7 Mar-07 72 Jun-07 72 Sep-07 64.8 Dec-07 60.3 Mar-08
> 43.2 Jun-08 40.5 Sep-08 30.6 Dec-08 29.7 Mar-09 24.3 Jun-09 23.4 Sep-09 20.7
> Dec-09 25.2 Mar-10 38.7 Jun-10 32.4 Sep-10 42.3
>
> [[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.