[R] Questions for package ts prediction

zhu wang zhuw at mail.smu.edu
Mon Jun 9 07:19:30 CEST 2003


Dear helpers,

I am trying to write a function to return prediction values using
package ts. I have written three different versions since I am not sure
what's wrong with my func2. func and func1 return the same results.But
func1 and func2 don't. In particular, the only difference between
"func1" and "func2" is the function variable name being y and data,
respectively.  But running the last line of the following script will
give the message:

Error in ts(x): object is not a matrix.

I am confused. Also, could somebody kindly let me what's the answer if
any for the following sunspot example from the package help:

data(sunspot)
(sunspot.ar <- ar(sunspot.year)) 
# why not just sunspot.ar <- ar(sunspot.year) ?
predict(sunspot.ar, n.ahead=25)

Thanks in advance.

Zhu Wang
Statistical Science Department
Southern Methodist University

(214)768-2453
-- 
zhu wang <zhuw at mail.smu.edu>

# time series prediction

func<-function(data)
  {(esti<- ar(data))
   return(predict(object=esti,newdata=data,n.head=5))
 }
func1<-function(y)
  {(esti<- ar(y))
   return(predict(esti,n.head=5))
 }
func2<-function(data)
  {(esti<- ar(data))
   return(predict(esti,n.head=5))
 }

y<-arima.sim(model=list(ar=c(1.7,-0.8)),n=100)
func(y)
func1(y)
func2(y)




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