[R] Applying forecast functions to columns in a data frame

[David Winsemius]

On Jun 22, 2010, at 10:32 AM, Henrique Dallazuanna wrote:

> Try this:
>
> lapply(DF, auto.arima)

I cannot comment on the relative merits of auto.arima or the forecast  
function, but I did notice that earlier today that Gabor Grothendieck  
(who, I suspect, could comment knowledgeably) mentioned the latter's  
use in a similar context:

https://stat.ethz.ch/pipermail/r-help/2010-June/243252.html
>
> On Tue, Jun 22, 2010 at 11:26 AM, phani kishan  
> <phanikishan at gmail.com>wrote:
>
>> Hey,
>> I have a list of 30 odd time-series (products) in columns of a data- 
>> frame.
>> I want to apply time-series forecasting functions across all the  
>> columns of
>> the data-frame in order to determine which is the best model to use.
>> How do I go about this?
>>
>> Phani
>
-- 

David Winsemius, MD
West Hartford, CT