[R] compositional time series

rdporto1 rdporto1 at terra.com.br
Tue Jun 27 16:28:54 CEST 2006


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.

---------- Cabeçalho original -----------

De: r-help-bounces at stat.math.ethz.ch
Para: R-help at stat.math.ethz.ch
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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