Re: [R] Applying forecast functions to columns in a data frame

From: David Winsemius <dwinsemius_at_comcast.net>
Date: Tue, 22 Jun 2010 10:41:35 -0400

On Jun 22, 2010, at 10:32 AM, Henrique Dallazuanna wrote:

> Try this:
>
> lapply(DF, auto.arima)

I cannot comment on the relative merits of auto.arima or the forecast function, but I did notice that earlier today that Gabor Grothendieck (who, I suspect, could comment knowledgeably) mentioned the latter's use in a similar context:

https://stat.ethz.ch/pipermail/r-help/2010-June/243252.html
>
> On Tue, Jun 22, 2010 at 11:26 AM, phani kishan
> <phanikishan_at_gmail.com>wrote:
>
>> Hey,
>> I have a list of 30 odd time-series (products) in columns of a data-
>> frame.
>> I want to apply time-series forecasting functions across all the
>> columns of
>> the data-frame in order to determine which is the best model to use.
>> How do I go about this?
>>
>> Phani
>

-- 

David Winsemius, MD
West Hartford, CT

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