I will break my query into 2 parts:

 1. My main idea is to give some data as an input and if any seasonality is
there in the input, it should be captured automatically and the
corresponding frequency automatically generated. please comment whether this
is possible with auto.arima()

2. If frequency has to be manually entered to capture seasonality in data.
what do we enter if each data point corresponds to a year .

Below is the inbuilt data in R "AirPassengers" which captures seasonality
automatically when we call auto.arima() for this data.

 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
1949 112 118 132 129 121 135 148 148 136 119 104 118
1950 115 126 141 135 125 149 170 170 158 133 114 140
1951 145 150 178 163 172 178 199 199 184 162 146 166
1952 171 180 193 181 183 218 230 242 209 191 172 194
1953 196 196 236 235 229 243 264 272 237 211 180 201
1954 204 188 235 227 234 264 302 293 259 229 203 229
1955 242 233 267 269 270 315 364 347 312 274 237 278
1956 284 277 317 313 318 374 413 405 355 306 271 306
1957 315 301 356 348 355 422 465 467 404 347 305 336
1958 340 318 362 348 363 435 491 505 404 359 310 337
1959 360 342 406 396 420 472 548 559 463 407 362 405
1960 417 391 419 461 472 535 622 606 508 461 390 432


But when I use data such as c(4,3,2,1,4,3,2,1,4,3,2,1) for calling
auto.arima() it does not captures seasonality. But this data has obvious
seasonality.
Please comment.

On Thu, Jun 16, 2011 at 12:54 AM, Ben Bolker <bbolker@gmail.com> wrote:

> siddharth arun <sid.arun91 <at> gmail.com> writes:
>
> >
> > I am using auto.arima() for forecasting.When I am using any in built data
> > such as "AirPassangers" it is capturing seasonality. But, If I am
> entering
> > data in any other format(in vector form or from an excel sheet) it is not
> > detecting seasonality.
> >
> > Is there any specific format in which it detects seasonality or I am
> doing
> > some thing wrong?
> >
> > Does data have to be entered in a specific format?
> >
>
> Unfortunately, this is far too vague a question for us to answer.
> Please read the posting guide and give us some more details about
> what you are trying to do, preferably as a small reproducible example.
> Also, be aware that auto.arima() is a function in the
> contributed 'forecast' package: this would be useful information to
> include.
>
>  Ben Bolker
>
> ______________________________________________
> R-help@r-project.org mailing list
> 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.
>



-- 
Siddharth Arun,
4th Year Undergraduate student
Industrial Engineering and Management,
IIT Kharagpur

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