[R] i am not getting time series prediction results?

[Uwe Ligges]

On 09.04.2012 13:27, sagarnikam123 wrote:
> i have attached file,
> http://r.789695.n4.nabble.com/file/n4542543/1BHP_A.txt 1BHP_A.txt
> i just want to validate predicting results, i give less 10 digits for
> prediction&  compare results it with previous input data(input file)
>
>> i<-read.table(file.choose())  #attached file taking
>> i<-i$V1
>> length(i)
> [1] 44
>> j<-i[1:34]
>> pre<-predict(ar(i),n.ahead=10)
>> ts.plot(ts(j),pre$pred,col=c(1,5))
>> pre$pred
> Time Series:
> Start = 45
> End = 54
> Frequency = 1
>   [1] -0.01136364 -0.01136364 -0.01136364 -0.01136364 -0.01136364
>   [6] -0.01136364 -0.01136364 -0.01136364 -0.01136364 -0.01136364
>
> prediction gives similar values,i.e. straight line.
> why this so?

  ar(i)

gives:

Call:
ar(x = i)


Order selected 0  sigma^2 estimated as  0.01111

hence an AR 0 process was fitted, i.e. no ar component, just th mean is 
used for prediction (and is the only estimated parameter).

  mean(i)
  -0.01136364

Uwe Ligges






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