Re: [R] compositional time series

From: hendry raharjo <>
Date: Wed 28 Jun 2006 - 14:03:13 EST


  Thank you for your warm response.    

  yes, the 2 issues you mentioned have been taken into consideration, the previous one was written for the sake of simplicity as to give the idea...    

  to my knowledge, the most common approach to deal with the compositional time series is to use some transformations of the series (following Aitchison's idea)...    

  i am wondering if someone has developed an R specific 'tool' / package to deal with compositional time series? (for example, perhaps there is a suggestion for users on which transformation or which model (varma) that is likely to be the best....)    

  Thank you,    


rdporto1 <> wrote:

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.

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, '' 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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