[R] Revo R for Arima Implementation

Jeff Newmiller jdnewmil at dcn.davis.CA.us
Mon Oct 28 16:53:58 CET 2013


You still don't seem to get the hint that support that is SPECIFIC to Revolution R is off- topic on this mailing list. Since you have identified your subject so clearly, we can only safely respond that we cannot answer you.

If you change your mind and decide to ask what can be done in R (which should also work in Revolution R but may not be optimal), you should also read the Posting Guide and post a reproducible example that demonstrates where you are in your analysis. You should also use the RSiteSearch function to look up packages that might address your needs, since this is not a statistics theory discussion forum either.
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Sent from my phone. Please excuse my brevity.

Anindita Chattopadhyay <Anindita.C at mu-sigma.com> wrote:
>Hi Rolf,
>
>Thanks for the response. I have re-phrased the problem. Hope this will
>help.
>
>We're working on a project where our model tries to predict the value
>of bookings as a time series of past bookings as well as some external
>flags.
>The data was found to be stationary using the Dicky-Fuller test.
>We have only a non-seasonal component for the AR and MA terms (small p
>& q only).
>No differencing was done.
>
>Then, we used values of p = 1, 7, 8 and q = 1, 7.
>The main issue is that the p values are additive and q values are
>multiplicative.
>We need to understand how we can implement this in Revo R.
>
>Just to add, since we have external flags , we cannot make use of
>SARIMA function.
>Please let me know if any other questions.
>
>Thank you in advance!
>
>Regards,
>Anindita Chattopadhyay | +919886800606 | www.mu-sigma.com |
>
>-----Original Message-----
>From: Rolf Turner [mailto:r.turner at auckland.ac.nz]
>Sent: Saturday, October 26, 2013 1:56 AM
>To: Anindita Chattopadhyay
>Cc: r-help at r-project.org; Harish K
>Subject: Re: [R] Revo R for Arima Implementation
>
>
>Your question is pretty well totally opaque to me.  Describe the model
>you want to fit in mathematical terms, rather than referring to The
>Package That Must Not Be Named.  This is the ***R***  list.
>
>It is possible that you might want to make use of the "seasonal"
>argument to the
>arima() function.
>
>     cheers,
>
>     Rolf Turner
>
>On 10/26/13 01:19, Anindita Chattopadhyay wrote:
>> Hello There,
>>
>> We have used ARIMA(multiplicative MA and additive AR) model in SAS to
>come to our results. Please let me know how could that be implemented
>in R.
>>
>> Like,  In SAS we can pass the variable  as AR= (1,7) and MA=(1)(7)
>which is additive and multiplicative respectively.
>>
>> In R we have the option as : order = c(0, 0, 0) which is (p,d,q).Is
>there any specific way/code such that we specify the additive  AR and
>multiplicative MA simultaneously?
>>
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