[R] Odd Results when using R's auto.arima function

R. Michael Weylandt michael.weylandt at gmail.com
Thu Aug 2 01:56:21 CEST 2012


Can you make an R-only example using dput()? See this page for more details:

http://stackoverflow.com/questions/5963269/how-to-make-a-great-r-reproducible-example

Best,
Michael

On Wed, Aug 1, 2012 at 8:51 AM, PaulJr <paulbernal07 at gmail.com> wrote:
> Good morning everyone,
>
> I have attached an Excel file that contains a macro from which I call and
> use R's auto.arima function to generate forecasts. The program runs
> perfectly and it gets me the results; however, those results are pretty
> unusual. I also tried using the auto.arima function directly in the R
> console and still get weird results.
>
> The results are shown in columns AB, AC and AD respectively and the
> historical data upon which I based my forecasts is in column E. If you look
> at the results, the values generated by the auto.arima function are quite
> low compared to the past data used to generate the forecasts and, in several
> cases, the forecasted values come out negative.
>
> What could be causing those forecasted values to be negative? Could this be
> a bug of the auto.arima function? Is there any other function (apart from
> auto.arima) that I could use for automatic model fitting to forecast?
>
> http://r.789695.n4.nabble.com/file/n4638683/TestAutoArimaFunction.xlsm
> TestAutoArimaFunction.xlsm
>
> Any help will be greatly appreciated,
>
> Regards,
>
> Paul
>
>
>
> --
> View this message in context: http://r.789695.n4.nabble.com/Odd-Results-when-using-R-s-auto-arima-function-tp4638683.html
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>
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