[R] discontinous ssa forecast

Ingo Wardinski ingo at gfz-potsdam.de
Mon Jul 29 12:48:03 CEST 2013


Hello,
I compute a singular spectrum ananlysis of a time series using ssa of 
the Rssa package. Then I compute the forecast based on the results of 
the singular spectrum ananlysis (ssa). Here I observe that the original 
time series and the forecast are discontinous.
How can I force the forecast to start at the last value (x,y) of the 
original time series?

This minimal setup should show the (my) problem

library(Rssa)
md=data.frame(time=1:2000,val=runif(1000))
sdd = ts(md[,2], start=0, freq=1)
s<-ssa(sdd)
f1 <- forecast(s,groups=list(1:4),len=60)
plot(f1,xlim=c(1950,2100))

I use the latest version of Rssa, R on linux
Many greets and TIA
ingo



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