[R] Help with ARIMA seasonal time series
rkevinburton at charter.net
rkevinburton at charter.net
Sat Sep 13 08:37:36 CEST 2008
I have a set of data that is basically 3+ years of data. It is daily sales for this year and then back 3 years so there are 3*365 + 231 days or 1326 days of data. Since this is a time series I have constructed it as:
Start = c(1, 1)
End = c(4, 231)
Frequency = 365
In trying to ayalyze this data I first turned to stl to break the time series into components. This worked really well but I would like to be able to forecast and my attempts so far at applying ARIMA to the "remainder" portion of the stl output have failed. So I decided to try a different approach. I decided to let arima handle the seasonal part as well. So I tried:
tarima = arima(TimeSeries, order=c(1,1,1), seasonal=list(order=c(1,1,1)))
But this call results in the error:
Error in makeARIMA(trarma[[1]], trarma[[2]], Delta, kappa) :
maximum supported lag is 350
Is it not possible to use ARIMA to fiit daily seasonsal data as I have described? Am I missing something fundamental?
Thank you.
Kevin
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