[R] Time Series Issues, Stationarity ..

Ozcan Asilkan oasilkan at gmail.com
Mon Nov 26 22:07:22 CET 2007


Hello,

I am very new to R and Time Series. I need some help including R codes
about the following issues. I' ll really appreciate any number  of
answers...

# I have a time series data composed of 24 values:
myinput = c(n1,n2...,n24);
# In order to make a forecasting a, I use the following codes
result1 = arima(ts(myinput),order = c(p,d,q),seasonal = list(order=c(P,D,Q)))
result2 = forecast(result1,12)
plot(result2)

Now, by using R code...

1) How can I determine if my data is statitonary or not ? (trend &
seasonal effects)
2) If not, how can I make it stationary ?
3) Is arima() function used only on STATIONARY data ? Or does it first
determine if the data is stationary or not and makes it stationary ?
(if it is non-stationary)
4) I tried different parameter values in arima() function, but every
parameter gave very different results :(( . I
even found & tried best.arima() function but it also gave
unsatisfactory result. So, how can I calculate the optimum arima()
parameters (p,d,q,P,D,Q) that fit my data best ?

Thanks in advance, best wishes..

Ozzy



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