[R] compositional time series

From: hendry raharjo <raharjo_hendry_at_yahoo.com.sg>
Date: Tue 27 Jun 2006 - 20:21:32 EST


Dear R users,    

  i am wondering if anyone has some hints for this problem (i have not found a clear answer after searching the R-mailing list archive, 'help.search' in R, and R-Wiki, and the like...):    

  let's assume that i have 4 periods compositional time series data:    

  t=1, A=0.1; B=0.5; C=0.4
  t=2, A=0.2; B=0.4; C=0.4
  t=3, A=0.5; B=0.3; C=0.2
  t=4, A=0.4; B=0.3; C=0.3
  t=5, ???
   

  By using R, could anyone suggest how to obtain the forecasted value of the fifth period (t=5) as well as the forecast error? (it seems that 'mixeR' [M.Bren] and 'compositions' [v.d.Boogart] have not provided a 'direct' solution to this problem...)    

  really appreciate your time/help for this,    

  Thank you very much,    

  Sincerely,
  hendry raharjo                  


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