[R] Regression with ARMA residual

[Mangalani Peter Makananisa]

Hi All,

From the library forecast I have fitted a regression model with ARMA residuals on a transformed variable diff(log(Y),1). 

What "code(s)" must I use to get the fitted and forecasted values on level values ( or original scale of Y) without doing my own manual manipulation?

Please advice

Kind regards

Peter
082 456 4669

-----Original Message-----
From: Ismail SEZEN [mailto:sezenismail at gmail.com]
Sent: 13 July 2016 04:55 PM
To: Mangalani Peter Makananisa
Cc: r-help at r-project.org
Subject: Re: [R] Dates in R (Year Month)

You can not convert numeric vectors directly to yearmon object. You must convert the X variable to character and add “-“ between year and month. Then as.yearmon function will work properly.

Please, read help pages of ?as.character, ?strptime and ?as.yearmon.

Example:

> library(zoo)
> aaa <- as.yearmon(c("2015-02”, “2014-06"))
> class(aaa)
[1] "yearmon"

> On 13 Jul 2016, at 16:25, Mangalani Peter Makananisa <pmakananisa at sars.gov.za> wrote:
> 
> Hi All,
> 
> I am trying to convert the vector below to dates please assist I have tried to use information on the links you sent, but it is not working.
> 
> X  = c(201501, 201502, 201503, 201505, 201506, 201507, 201508, 201509, 
> 201510, 201511, 201512, 201601, 201602, 201603, 201604, 201605,
> 201606)
> 
> library(chron, zoo)
> Z = as.yearmon(X)  # it is not working
> 
> please assist
> 
> Kind regards
> Peter
> 
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