[R] Forescasting using predict() in an object of class arimax when there is an outlier IO in the model.
roman_elessar1
roman_lord2002 at hotmail.com
Wed Nov 16 00:40:17 CET 2011
Forescasting using predict() in an object of class arimax when there is an
outlier IO in the model.
Hi R users
I have a problem when a use the predict() method in an object of class
arimax ( These objects are the results of the implementation of the function
arimax() from the TSA library) . The object is a model of a time series in
which I identified an IO oulier at the element 33 of the serie (using the
function detectIO() from the package TSA in an object arimax that
corresponds a model ARIMA(1,1,0) that not include the outlier) , so I
incorporated this in the model ARIMA(1,1,0):
mz3B<-arimax(z3B,io=c(33),order=c(1,1,0))
where the object z3B is a time series of class ts . When I want to use the
predict() method, there is a problem, and a warning message is printed:
> predict(mz3B,n.ahead=12)
Error in dim(data) <- dim : Attempting to specify an attribute in a NULL
So i dont know how to resolve this problem. Maybe a need to use another
function to make the forecast, but I don’t have any idea. Thanks in advance
for any responders.
The data I used is the next:
Jan Feb Mar Apr May Jun Jul
Aug Sep Oct
2008 36.54 23.03 24.97 23.80 42.62 31.92 22.43 33.59 28.30
49.08
2009 45.59 38.38 37.85 31.93 30.52 30.79 33.62 38.25 27.35
34.21
2010 38.18 39.70 40.17 33.85 36.98 41.44 44.97 47.91 74.31
53.78
Nov Dec
2008 38.99 46.06
2009 37.66 41.96
2010 61.31 70.46
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