[R] need help with data management

analyst41 at hotmail.com analyst41 at hotmail.com
Sat Dec 25 16:45:26 CET 2010



On Dec 25, 10:17 am, David Winsemius <dwinsem... at comcast.net> wrote:
> On Dec 25, 2010, at 8:08 AM, analys... at hotmail.com wrote:
>
>
>
>
>
> > I have a data frame that reads
>
> > client ID date transcations
>
> > 323232   11/1/2010 22
> > 323232   11/2/2010 0
> > 323232   11/3/2010 missing
> > 121212   11/10/2010 32
> > 121212    11/11/2010 15
> > .................................
>
> > I want to order the rows by client ID and date and using a black-box
> > forecasting method create the data fcst(client,date of forecast, date
> > for which forecast applies).
>
> > Assume that I have a function that given a time series
> > x(1),x(2),....x(k) will generate f(i,j) where f(i,j) = forecast j days
> > ahead, given data till date i.
>
> > How can the forecast data be best stored and how would I go about the
> > taks of processing all the clients and dates?
>
> http://lmgtfy.com/?q=forecast+r-project
>
> --
>
> David Winsemius, MD
> West Hartford, CT
>

Thanks.  I am planning to write my own univariate forecasting routine.

My question is mostly concerned with separting out the time series by
client, generating the forecasts and then putting everything back
together into something like

ClientID | forecast date| date forecast is for |forecast| actual


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