From: Adrian Trapletti (email@example.com)
Date: Sun 18 May 2003 - 21:41:18 EST
> Subject: Re: Re: [R] arma.predict?
> Date: Sat, 17 May 2003 05:24:29 +1000
> From: "Skanda Kallur; MEngg" <firstname.lastname@example.org>
> To: email@example.com
> CC: firstname.lastname@example.org
> Professor, thanks for the reply, I am using Auto Regression Moving Average arma()(sorry it wasnt ARMA) which comes under tseries package to fit my data and I am intending to predict with arma fitted data but couldnt find a method to do it.
Pls use arima from ts. arma from tseries is preliminary and will soonly be removed in the current form.
> Interestingly, I found two packages at http://www.itp.phys.ethz.ch/econophysics/R/ which has packages called fbasic and fseries. fseries has arma.predict() but it threw some error, I wasnt able to install it. I would appreciate if you could have a look at it.
As far as I know, those packages are still preliminary. So if you want to use them, maybe you contact the author Diethelm WŁrtz email@example.com
> -----Original Message-----
> From: Prof Brian Ripley <firstname.lastname@example.org>
> To: "Skanda Kallur; MEngg" <email@example.com>
> Date: Fri, 16 May 2003 19:29:37 +0100 (BST)
> Subject: Re: [R] ARMA.predict?
> On Sat, 17 May 2003, Skanda Kallur; MEngg wrote:
> > Hi there,
> > Does anyone know how to predict ARMA? It doesn√Ę¬?¬?t have either predict
> > or forecast methods. I found couple of packages called fbasic and
> > fseries at http://www.itp.phys.ethz.ch/econophysics/R/, which has
> > √Ę¬?¬?arma.predict√Ę¬?¬? in it, but it doesn√Ę¬?¬?t seem to be working. Any help
> > in this regard would be appreciated. Thanks in advance.
> Well, R comes with arima and arima0 functions, and both have predict
> methods. What is ARMA and where did you get it from?
> Brian D. Ripley, firstname.lastname@example.org
> Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
> University of Oxford, Tel: +44 1865 272861 (self)
> 1 South Parks Road, +44 1865 272866 (PA)
> Oxford OX1 3TG, UK Fax: +44 1865 272595
> Skanda Kallur
> "Prediction is very difficult, especially if it's about the future."
> --Niels Bohr
-- Dr. Adrian Trapletti Phone : +41 (0) 1 994 5631 Trapletti Statistical Computing Mobile: +41 (0)76 370 5631 Wildsbergstrasse 31 Fax : +41 (0) 1 994 5631 CH-8610 Uster Email : mailto:email@example.com Switzerland WWW : http://trapletti.homelinux.com
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