arima

Hi members. Please, I have a doubt in my study for doctoral thesis… Title: “Development of a thermal cycling protocol for dental materials”. Objective: to create a protocol for thermal aging, from measurements that were found in people mouth. Doubt: What analyses could I use for this...

Hello Everyone,I have a question which may be very simple .For Example I have estimated ARIMA(1,1,4) from a data having sample 1961-1999.To produce forecast I re-estimate sample from 1961-1995 and then its easy to produce forecast on eviews.I want to confirm forecast produced by EViews manually...

Hi everyone! I'm a little stuck on a problem on SPSS and I really hope you might help me. For my master thesis I am trying to elaborate a statistical model for forecasting Consumer Confidence time series. The model I'm using now seems to work great in in-sample forecasts, but how can I know...

Hi I use the following R codes for ETS forecasting in my Rexcel, but whenever the frequency of the data is high there is an error and the code do not run. Given below are my codes: #!rput library(forecast) zz <- ts(zz,freq=365,start=c(2009,1)) etsz <- ets(zz,model="ZZZ") etszP <-...

Hello, I want to forecast the 101th data of a time series and my data is as follow 99) 0.96 100) -0.2495 101) ? and my model Coefficients: ar1 ma1 intercept 0.6769 -0.4255 0.0019 s.e. 0.1210 0.1505 0.0876 By using R I know answer is 0.084036 but I...

I have a data set which is stationary but the histogram looks like a logaritmic distribution. Is this a problem? Is normality an assumption to use this model? what should I do? Thanks

Hello, My goal is to forecast t-bill/note interest rates to help determine whether it'd be useful to purchase an interest rate swap on a loan (25 year amort. due in 7 years). I have learned ARIMA models, specifically AR[1] models are useful to forecasting rates. Please see attached...

Hi, I'm using R and I've fitted a seasonal Arima model to a time series. I wish to compute a prediction for the next 12 values of the time series with 95% confidence interval. Can someone advise me what command to use? Also could someone point me to where I might find out the answers to similar...

Hi, I hope I'm posting this in an appropriate place. It's not exactly linear regression. If you have a seasonal moving average model like \displaystyle ARIMA(0,0,0)(0,0,1)_{12}, and you want to find the expectation of \displaystyle y_t, then you just use the fact that expectation is a linear...

Hi, just wondering whether someone can confirm how to do this properly, given a tabulated set of values of a time series for 4 quarters in each year 2004-2008, I've been asked to apply a centred 4 MA smoother to the time series and then construct the seasonally adjusted time series from this. I...

Hi, just looking for some help from anyone familiar with ARIMA modelling of time series. I am trying to get a stationary series from my data, I differenced the data and the following plots are of the time series and PACF of the differenced data: http://imageupload.org/?d=A81F343D1...

I am using SPSS's Expert Modeler Option to Model a ARIMA model. I see that there is an option to have SPSS automatically detect various type of outliers. I get what the following outliers look like: Additive Level Shift Transient Seasonal Additive I think a Local trend outlier...