[R] arima time series in R

[Pascal Oettli]

Hi,

library(forecast)
?Arima

And if you don't know what "ar" and "ma" are, you probably should read 
some book before to go further.

Regards,
Pascal


On 10/06/13 14:03, Aakanksha Dahiya01 wrote:
> It would be great help if someone just tell me what does ar1,ma1 and ma2 signify here.. how do I further predict from these coefficients..
>
> -----Original Message-----
> From: Aakanksha Dahiya01
> Sent: Monday, June 10, 2013 9:54 AM
> To: 'Prof Brian Ripley'
> Cc: r-help at r-project.org
> Subject: RE: [R] arima time series in R
>
> I am just performing arima time series analysis here.. and package used is "forecast".  I am just not  able what is ar1,ma1 and ma2.
>
> -----Original Message-----
> From: Prof Brian Ripley [mailto:ripley at stats.ox.ac.uk]
> Sent: Friday, June 07, 2013 5:29 PM
> To: Aakanksha Dahiya01
> Cc: r-help at r-project.org
> Subject: Re: [R] arima time series in R
>
> On 07/06/2013 12:21, Aakanksha Dahiya01 wrote:
>>
>> Hi
>>
>> Could just anyone explain me the coefficients in the output of arima
>> model
>
> The person who wrote the help page already did, but that is hardly 'just anyone'.
>
>> timeseriesarima <- arima(series, order=c(1,1,2))
>>> timeseriesarima
>> Series: series
>> ARIMA(1,1,2)
>>
>> Coefficients:
>>            ar1      ma1     ma2
>>         0.9744  -1.7695  0.7873
>> s.e.  0.0310   0.0481  0.0426
>>
>> sigma^2 estimated as 337.4:  log likelihood=-1096.03
>> AIC=2200.07   AICc=2200.23   BIC=2214.2
>
> That is not from arima in package stats, so you need to follow the posting guide to tell us whose wrapper it is and hence which help page to read.  (Possibly package TSA.)
>
>>
>> 	[[alternative HTML version deleted]]
>>
>> ______________________________________________
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>> https://stat.ethz.ch/mailman/listinfo/r-help
>> PLEASE do read the posting guide
>> http://www.R-project.org/posting-guide.html
>> and provide commented, minimal, self-contained, reproducible code.
>
> That does mean you.
>
>
>