Time Series Analysis in R Using ARIMA model on loop to get the optimal model
i've been working on this program to get the optimal ARIMA model for my time series data points.
I created a loop in which the different models can be evaluated by replacing the value of parameters on the arima() function with the for () loop value replacing the parameter with the value of the loop variable.
This is with the purpose to get the arima model with the minimum AIC or BIC. The model starts running fine, but when i leave it for a while, it displays this error, and i don't know what it means.
i'll leave the code and the error...
Thanks for your help, hope someone can help me! :)
minimo<-5000
prueba<-0
arima_1<-auto.arima(ts_m_rojo)
for (p in 0:3)
for (d in 0:3)
for (q in 0:3)
for (P in 0:1)
for (D in 0:1)
for (Q in 0:1)
for (l in 7:7)
prueba<-arima_1$aic
if (minimo>prueba)
minimo<-prueba
print(paste("ARIMA(",p,",",d,",",q,")",","," (",P,",",D,",",Q,")","[",l,"]"))
print(arima_1)
acf(arima_1$residuals, xaxp = c(0, 120, 4), lag.max=120, main = "")
pacf(arima_1$residuals, xaxp = c(0, 120, 4), lag.max=120, main = "")
arima_1 <- arima (ts_m_rojo, order=c(p,d,q) ,
seasonal= list(order=c (P,D, Q) ,period=l))
Error in optim(init[mask], armafn, method = optim.method, hessian = TRUE, :
non-finite finite-difference value [1]
In addition: Warning message:
In log(s2) : NaNs produced
r loops time-series forecast
asked Nov 12 '18 at 6:11
Ariel Hiram Gómez LópezAriel Hiram Gómez López
61
add a comment |
i've been working on this program to get the optimal ARIMA model for my time series data points.
I created a loop in which the different models can be evaluated by replacing the value of parameters on the arima() function with the for () loop value replacing the parameter with the value of the loop variable.
This is with the purpose to get the arima model with the minimum AIC or BIC. The model starts running fine, but when i leave it for a while, it displays this error, and i don't know what it means.
i'll leave the code and the error...
Thanks for your help, hope someone can help me! :)
minimo<-5000
prueba<-0
arima_1<-auto.arima(ts_m_rojo)
for (p in 0:3)
for (d in 0:3)
for (q in 0:3)
for (P in 0:1)
for (D in 0:1)
for (Q in 0:1)
for (l in 7:7)
prueba<-arima_1$aic
if (minimo>prueba)
minimo<-prueba
print(paste("ARIMA(",p,",",d,",",q,")",","," (",P,",",D,",",Q,")","[",l,"]"))
print(arima_1)
acf(arima_1$residuals, xaxp = c(0, 120, 4), lag.max=120, main = "")
pacf(arima_1$residuals, xaxp = c(0, 120, 4), lag.max=120, main = "")
arima_1 <- arima (ts_m_rojo, order=c(p,d,q) ,
seasonal= list(order=c (P,D, Q) ,period=l))
Error in optim(init[mask], armafn, method = optim.method, hessian = TRUE, :
non-finite finite-difference value [1]
In addition: Warning message:
In log(s2) : NaNs produced
r loops time-series forecast
asked Nov 12 '18 at 6:11
Ariel Hiram Gómez LópezAriel Hiram Gómez López
61
2
Welcome to SO! Not an answer to your question, but an hint: have you seen this? Maybe it could help.
– s_t
Nov 12 '18 at 7:45
add a comment |
i've been working on this program to get the optimal ARIMA model for my time series data points.
I created a loop in which the different models can be evaluated by replacing the value of parameters on the arima() function with the for () loop value replacing the parameter with the value of the loop variable.
This is with the purpose to get the arima model with the minimum AIC or BIC. The model starts running fine, but when i leave it for a while, it displays this error, and i don't know what it means.
i'll leave the code and the error...
Thanks for your help, hope someone can help me! :)
minimo<-5000
prueba<-0
arima_1<-auto.arima(ts_m_rojo)
for (p in 0:3)
for (d in 0:3)
for (q in 0:3)
for (P in 0:1)
for (D in 0:1)
for (Q in 0:1)
for (l in 7:7)
prueba<-arima_1$aic
if (minimo>prueba)
minimo<-prueba
print(paste("ARIMA(",p,",",d,",",q,")",","," (",P,",",D,",",Q,")","[",l,"]"))
print(arima_1)
acf(arima_1$residuals, xaxp = c(0, 120, 4), lag.max=120, main = "")
pacf(arima_1$residuals, xaxp = c(0, 120, 4), lag.max=120, main = "")
arima_1 <- arima (ts_m_rojo, order=c(p,d,q) ,
seasonal= list(order=c (P,D, Q) ,period=l))
Error in optim(init[mask], armafn, method = optim.method, hessian = TRUE, :
non-finite finite-difference value [1]
In addition: Warning message:
In log(s2) : NaNs produced
r loops time-series forecast
asked Nov 12 '18 at 6:11
Ariel Hiram Gómez LópezAriel Hiram Gómez López
61
i've been working on this program to get the optimal ARIMA model for my time series data points.
I created a loop in which the different models can be evaluated by replacing the value of parameters on the arima() function with the for () loop value replacing the parameter with the value of the loop variable.
This is with the purpose to get the arima model with the minimum AIC or BIC. The model starts running fine, but when i leave it for a while, it displays this error, and i don't know what it means.
i'll leave the code and the error...
Thanks for your help, hope someone can help me! :)
minimo<-5000
prueba<-0
arima_1<-auto.arima(ts_m_rojo)
for (p in 0:3)
for (d in 0:3)
for (q in 0:3)
for (P in 0:1)
for (D in 0:1)
for (Q in 0:1)
for (l in 7:7)
prueba<-arima_1$aic
if (minimo>prueba)
minimo<-prueba
print(paste("ARIMA(",p,",",d,",",q,")",","," (",P,",",D,",",Q,")","[",l,"]"))
print(arima_1)
acf(arima_1$residuals, xaxp = c(0, 120, 4), lag.max=120, main = "")
pacf(arima_1$residuals, xaxp = c(0, 120, 4), lag.max=120, main = "")
arima_1 <- arima (ts_m_rojo, order=c(p,d,q) ,
seasonal= list(order=c (P,D, Q) ,period=l))
Error in optim(init[mask], armafn, method = optim.method, hessian = TRUE, :
non-finite finite-difference value [1]
In addition: Warning message:
In log(s2) : NaNs produced
r loops time-series forecast
r loops time-series forecast
asked Nov 12 '18 at 6:11
Ariel Hiram Gómez LópezAriel Hiram Gómez López
61
asked Nov 12 '18 at 6:11
Ariel Hiram Gómez LópezAriel Hiram Gómez López
61
asked Nov 12 '18 at 6:11
Ariel Hiram Gómez LópezAriel Hiram Gómez López
61
asked Nov 12 '18 at 6:11
Ariel Hiram Gómez LópezAriel Hiram Gómez López
61
asked Nov 12 '18 at 6:11
Ariel Hiram Gómez LópezAriel Hiram Gómez López
61
61
2
Welcome to SO! Not an answer to your question, but an hint: have you seen this? Maybe it could help.
– s_t
Nov 12 '18 at 7:45
add a comment |
2
Welcome to SO! Not an answer to your question, but an hint: have you seen this? Maybe it could help.
– s_t
Nov 12 '18 at 7:45
2
2
Welcome to SO! Not an answer to your question, but an hint: have you seen this? Maybe it could help.
– s_t
Nov 12 '18 at 7:45
Welcome to SO! Not an answer to your question, but an hint: have you seen this? Maybe it could help.
– s_t
Nov 12 '18 at 7:45
add a comment |
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Welcome to SO! Not an answer to your question, but an hint: have you seen this? Maybe it could help.
– s_t
Nov 12 '18 at 7:45