Re: [R] compositional time series

From: rdporto1 <rdporto1_at_terra.com.br>
Date: Wed 28 Jun 2006 - 00:28:54 EST


Hendry,

you have to be very very carefull 'cause of the compositional nature of your data and because of your short time series.

1.You have to be carefull about compositional data (see Aitchinson's book: Compositional Data Analysis).

2. You have a very short time series and it's difficult to model that (see Chattfield's book: Statistical Problem Solving - I think!)

Considering 1 and 2, you can analyze your data using R or any other statistical software since you have a model. Do you have one? Tell the group wich one it is and maybe we can help you more.

Rogerio Porto.

De: r-help-bounces@stat.math.ethz.ch
Para: R-help@stat.math.ethz.ch
Cópia:
Data: Tue, 27 Jun 2006 18:21:32 +0800 (CST) Assunto: [R] compositional time series

> 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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https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Wed Jun 28 00:43:12 2006

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