Time Series Analysis in R Using ARIMA model on loop to get the optimal model
up vote
1
down vote
favorite
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$residuals, xaxp = c(0, 120, 4), lag.max=120, main = "")
}
arima_1 <- arima (ts_m_rojo, order=c(p,d,q) ,
seasonal= list(order=c (P,D, Q) ,period=l))
}
}
}
}
}
}
}
Error in optim(init[mask], armafn, method = optim.method, hessian = TRUE, :
non-finite finite-difference value [1]
In addition: Warning message:
In log(s2) : NaNs produced
r loops time-series forecast
asked Nov 12 at 6:11
Ariel Hiram Gómez López
61
add a comment |
up vote
1
down vote
favorite
i've been working on this program to get the optimal ARIMA model for my time series data points.
I created a loop in which the different models can be evaluated by replacing the value of parameters on the arima() function with the for () loop value replacing the parameter with the value of the loop variable.
This is with the purpose to get the arima model with the minimum AIC or BIC. The model starts running fine, but when i leave it for a while, it displays this error, and i don't know what it means.
i'll leave the code and the error...
Thanks for your help, hope someone can help me! :)
minimo<-5000
prueba<-0
arima_1<-auto.arima(ts_m_rojo)
for (p in 0:3) {
for (d in 0:3) {
for (q in 0:3) {
for (P in 0:1) {
for (D in 0:1) {
for (Q in 0:1) {
for (l in 7:7) {
prueba<-arima_1$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 at 6:11
Ariel 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 at 7:45
add a comment |
up vote
1
down vote
favorite
up vote
1
down vote
favorite
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$residuals, xaxp = c(0, 120, 4), lag.max=120, main = "")
}
arima_1 <- arima (ts_m_rojo, order=c(p,d,q) ,
seasonal= list(order=c (P,D, Q) ,period=l))
}
}
}
}
}
}
}
Error in optim(init[mask], armafn, method = optim.method, hessian = TRUE, :
non-finite finite-difference value [1]
In addition: Warning message:
In log(s2) : NaNs produced
r loops time-series forecast
asked Nov 12 at 6:11
Ariel Hiram Gómez López
61
i've been working on this program to get the optimal ARIMA model for my time series data points.
I created a loop in which the different models can be evaluated by replacing the value of parameters on the arima() function with the for () loop value replacing the parameter with the value of the loop variable.
This is with the purpose to get the arima model with the minimum AIC or BIC. The model starts running fine, but when i leave it for a while, it displays this error, and i don't know what it means.
i'll leave the code and the error...
Thanks for your help, hope someone can help me! :)
minimo<-5000
prueba<-0
arima_1<-auto.arima(ts_m_rojo)
for (p in 0:3) {
for (d in 0:3) {
for (q in 0:3) {
for (P in 0:1) {
for (D in 0:1) {
for (Q in 0:1) {
for (l in 7:7) {
prueba<-arima_1$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 at 6:11
Ariel Hiram Gómez López
61
asked Nov 12 at 6:11
Ariel Hiram Gómez López
61
asked Nov 12 at 6:11
Ariel Hiram Gómez López
61
asked Nov 12 at 6:11
Ariel Hiram Gómez López
61
asked Nov 12 at 6:11
Ariel 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 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 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 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 at 7:45
add a comment |
active
oldest
votes
Your Answer
StackExchange.ifUsing("editor", function () {
StackExchange.using("externalEditor", function () {
StackExchange.using("snippets", function () {
StackExchange.snippets.init();
});
});
}, "code-snippets");
StackExchange.ready(function() {
var channelOptions = {
tags: "".split(" "),
id: "1"
};
initTagRenderer("".split(" "), "".split(" "), channelOptions);
StackExchange.using("externalEditor", function() {
// Have to fire editor after snippets, if snippets enabled
if (StackExchange.settings.snippets.snippetsEnabled) {
StackExchange.using("snippets", function() {
createEditor();
});
}
else {
createEditor();
}
});
function createEditor() {
StackExchange.prepareEditor({
heartbeatType: 'answer',
convertImagesToLinks: true,
noModals: true,
showLowRepImageUploadWarning: true,
reputationToPostImages: 10,
bindNavPrevention: true,
postfix: "",
imageUploader: {
brandingHtml: "Powered by u003ca class="icon-imgur-white" href="https://imgur.com/"u003eu003c/au003e",
contentPolicyHtml: "User contributions licensed under u003ca href="https://creativecommons.org/licenses/by-sa/3.0/"u003ecc by-sa 3.0 with attribution requiredu003c/au003e u003ca href="https://stackoverflow.com/legal/content-policy"u003e(content policy)u003c/au003e",
allowUrls: true
},
onDemand: true,
discardSelector: ".discard-answer"
,immediatelyShowMarkdownHelp:true
});
}
});
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
StackExchange.ready(
function () {
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fstackoverflow.com%2fquestions%2f53256716%2ftime-series-analysis-in-r-using-arima-model-on-loop-to-get-the-optimal-model%23new-answer', 'question_page');
}
);
Post as a guest
Required, but never shown
active
oldest
votes
active
oldest
votes
active
oldest
votes
active
oldest
votes
Thanks for contributing an answer to Stack Overflow!
- Please be sure to answer the question. Provide details and share your research!
But avoid …
- Asking for help, clarification, or responding to other answers.
- Making statements based on opinion; back them up with references or personal experience.
To learn more, see our tips on writing great answers.
Some of your past answers have not been well-received, and you're in danger of being blocked from answering.
Please pay close attention to the following guidance:
- Please be sure to answer the question. Provide details and share your research!
But avoid …
- Asking for help, clarification, or responding to other answers.
- Making statements based on opinion; back them up with references or personal experience.
To learn more, see our tips on writing great answers.
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
StackExchange.ready(
function () {
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fstackoverflow.com%2fquestions%2f53256716%2ftime-series-analysis-in-r-using-arima-model-on-loop-to-get-the-optimal-model%23new-answer', 'question_page');
}
);
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
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 at 7:45