Re: Re: Re: [R] arma.predict?

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From: Adrian Trapletti (adrian.trapletti@lmttrading.com)
Date: Sun 18 May 2003 - 21:41:18 EST


Message-id: <3EC7715D.CD99F28E@lmttrading.com>


> Subject: Re: Re: [R] arma.predict?
> Date: Sat, 17 May 2003 05:24:29 +1000
> From: "Skanda Kallur; MEngg" <s2112930@student.rmit.edu.au>
> To: ripley@stats.ox.ac.uk
> CC: r-help@stat.math.ethz.ch
>
> 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 wuertz@itp.phys.ethz.ch

best
Adrian

>
> Regards
>
> Skanda
>
> -----Original Message-----
> From: Prof Brian Ripley <ripley@stats.ox.ac.uk>
> To: "Skanda Kallur; MEngg" <s2112930@student.rmit.edu.au>
> 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√ʬ?¬?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
> > √ʬ?¬?arma.predict√ʬ?¬? in it, but it doesn√ʬ?¬?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, ripley@stats.ox.ac.uk
> 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

--
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