[R] Use Of makeARIMA

Spencer Graves spencer.graves at pdf.com
Fri Jan 6 15:14:11 CET 2006


	  I have not seen a reply to this post, so I will attempt a feeble 
response.  I've been wanting to learn more about these commands and 
suffering, like you, from the paucity of examples to follow.  To get 
started, after reading the help pages for all the commands you 
mentioned, I tried to think of the simplest example that might help me 
learn something about this.  This question led to the following:


set.seed(3)
y3 <- rep(0:2, 10)+0.1*rnorm(30)
acf(y3) # ACF suggest a period 3 seasonal
pacf(y3)# PACF suggests a pure AR of order at most 3

(fit3 <- arima(y3, seasonal=list(order=c(1,0,0), period=3)))

attributes(fit3)
fit3$model # Compare with the documentation for 'makeARIMA'

KalmanForecast(mod=fit3$model)

	  If I wanted to understand better "makeARIMA" in particular, I listed 
"arima" and did a search for "makeARIMA":  "arima" clearly uses 
"makeARIMA".  If you run 'debug(arima)' then the above 'arima' command, 
you can step through the 'arima' function line by line and look at (and 
modify) any of the objects that function creates and uses.  In 
particular, you will be able to see exactly how the "arima" command uses 
the "makeARIMA" function.

	  Hope this helps.
	  spencer graves
p.s.  If you'd like more help from this group, please submit another 
question.  Before you do, however, I suggest you first read the posting 
guide! "www.R-project.org/posting-guide.html".  Anecdotal evidence 
suggests that posts more consistent with that guide are more likely to 
receive more useful replies quicker.


Sumanta Basak wrote:

> Hi R-Experts,
> 
>  
> 
> Currently I'm using an univariate time series in which I'm going to
> apply KalmanLike(),KalmanForecast (),KalmanSmooth(), KalmanRun(). For I
> use it before makeARIMA () but I don't understand and i don't know to
> include the seasonal coefficients. Can anyone help me citing a suitable
> example? Thanks in advance.
> 
>  
> 
>  
> 
> ------------------------------------------
> 
> SUMANTA BASAK.
> 
> ------------------------------------------
> 
> <http://www.drsb24.blogspot.com/>  
> 
>  
> 
> 
> -------------------------------------------------------------------------------------------------------------------
> This e-mail may contain confidential and/or privileged infor...{{dropped}}
> 
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html




More information about the R-help mailing list