[R] arima time series in R

Aakanksha Dahiya01 Aakanksha_Dahiya01 at infosys.com
Mon Jun 10 07:03:01 CEST 2013

It would be great help if someone just tell me what does ar1,ma1 and ma2 signify here.. how do I further predict from these coefficients..

-----Original Message-----
From: Aakanksha Dahiya01 
Sent: Monday, June 10, 2013 9:54 AM
To: 'Prof Brian Ripley'
Cc: r-help at r-project.org
Subject: RE: [R] arima time series in R

I am just performing arima time series analysis here.. and package used is "forecast".  I am just not  able what is ar1,ma1 and ma2.

-----Original Message-----
From: Prof Brian Ripley [mailto:ripley at stats.ox.ac.uk]
Sent: Friday, June 07, 2013 5:29 PM
To: Aakanksha Dahiya01
Cc: r-help at r-project.org
Subject: Re: [R] arima time series in R

On 07/06/2013 12:21, Aakanksha Dahiya01 wrote:
> Hi
> Could just anyone explain me the coefficients in the output of arima 
> model

The person who wrote the help page already did, but that is hardly 'just anyone'.

> timeseriesarima <- arima(series, order=c(1,1,2))
>> timeseriesarima
> Series: series
> ARIMA(1,1,2)
> Coefficients:
>           ar1      ma1     ma2
>        0.9744  -1.7695  0.7873
> s.e.  0.0310   0.0481  0.0426
> sigma^2 estimated as 337.4:  log likelihood=-1096.03
> AIC=2200.07   AICc=2200.23   BIC=2214.2

That is not from arima in package stats, so you need to follow the posting guide to tell us whose wrapper it is and hence which help page to read.  (Possibly package TSA.)

> 	[[alternative HTML version deleted]]
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide 
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.

That does mean you.

Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

**************** CAUTION - Disclaimer *****************
This e-mail contains PRIVILEGED AND CONFIDENTIAL INFORMATION intended solely 
for the use of the addressee(s). If you are not the intended recipient, please 
notify the sender by e-mail and delete the original message. Further, you are not 
to copy, disclose, or distribute this e-mail or its contents to any other person and 
any such actions are unlawful. This e-mail may contain viruses. Infosys has taken 
every reasonable precaution to minimize this risk, but is not liable for any damage 
you may sustain as a result of any virus in this e-mail. You should carry out your 
own virus checks before opening the e-mail or attachment. Infosys reserves the 
right to monitor and review the content of all messages sent to or from this e-mail 
address. Messages sent to or from this e-mail address may be stored on the 
Infosys e-mail system.
***INFOSYS******** End of Disclaimer ********INFOSYS***

More information about the R-help mailing list