You appear to have fitted a seasonal model to a non-seasonal time series. See ?ts for how to set up a time series (a step you seem to have omitted), and ?arima for how to specify the model in R.
Otherwise, this is not the place for a tutorial on fitting time series, and many of us do not offer such help to people who do not supply their credentials (see the posting guide). Unless this is a homework problem, a time series is more than a series of numbers: it has a time base and a context that will influence how it should be modelled. On Tue, 20 Nov 2007, eugen pircalabelu wrote: > Good afternoon! > > I'm trying to model a ts but unfortunately i'.m very new to this kind of > modeling so i 'll be very grateful if you have an advice. > > This was my syntax: > > t<-c(16115,17391,19011,20256,19034,18851,20016,18088,19166,21163,18463,19397,15800,16113,18879,20598,17252,19753,19110,19605,20836,18868,20204,24384,15817,18223,19884,21059,18545,19853,20027,20061,21679,20210,20351,21322,16891,17111,20166,18735,16821,17891,17058,19250) > plot.ts(t) > acf(t) > pacf(t) > arima(t,order=c(13,2,0), seasonal=list(order=c(1,1,1)))->fit > predict(fit, n.ahead=1) > > > Now, choosing my order, was a trial and error process where i used the acf, > pcf and AIC (which is minimized by taking those specific values) but as > you can imagine this is something "made by ear". I want to know if there is > some test which can give me the proper values for the order? (i haven't found > some full examples which describe the process fully from head to toe) > > Second, if this is the best fitting model for that specific ts, now don't you > think that those standard errors are huge!!!!!!!!!!!!! Say, if the novice > client eliminates that great rise/damp in the series and wants to "predict" > solely based on his impressions from the time series he would probably give > me the same interval, as the arima gave me, and i can't give him some new > piece of info. Is there something wrong with my ts, or with my arima model, > and how could i make that confidence interval smaller ? > > Thank you and have a great day! > > > --------------------------------- > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@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. > -- Brian D. Ripley, [EMAIL PROTECTED] 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 ______________________________________________ R-help@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.
