[R] time series

stephen sefick ssefick at gmail.com
Tue Sep 28 00:05:25 CEST 2010


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
<ali.zolfaghari at gmail.com> 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
>
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>
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-- 
Stephen Sefick
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