Quantcast
Channel: Active questions tagged xts - Stack Overflow
Viewing all articles
Browse latest Browse all 57

Forecasting time series data

$
0
0

I've done some research and I am stuck in finding the solution. I have a time series data, very basic data frame, let's call it x:

Date        Used11/1/2011   58711/2/2011   57811/3/2011   60011/4/2011   59911/5/2011   67811/6/2011   55511/7/2011   65011/8/2011   70011/9/2011   60011/10/2011  55011/11/2011  60011/12/2011  61011/13/2011  59011/14/2011  59511/15/2011  60111/16/2011  70011/17/2011  65011/18/2011  62011/19/2011  64511/20/2011  65011/21/2011  63911/22/2011  62011/23/2011  60011/24/2011  55011/25/2011  60011/26/2011  61011/27/2011  59011/28/2011  59511/29/2011  60111/30/2011  70012/1/2011   65012/2/2011   62012/3/2011   64512/4/2011   65012/5/2011   63912/6/2011   62012/7/2011   60012/8/2011   55012/9/2011   60012/10/2011  61012/11/2011  59012/12/2011  59512/13/2011  60112/14/2011  70012/15/2011  65012/16/2011  62012/17/2011  64512/18/2011  65012/19/2011  63912/20/2011  62012/21/2011  60012/22/2011  55012/23/2011  60012/24/2011  61012/25/2011  59012/26/2011  75012/27/2011  75012/28/2011  66612/29/2011  67812/30/2011  80012/31/2011  750

I really appreciate any help with this. I am working with time series data and need to be able to create forecast based on historical data.

  1. First I tried to convert it to xts:

     x.xts <- xts(x$Used, x$Date)
  2. Then, I converted x.xts to regular time series:

     x.ts <- as.ts(x.xts)
  3. Put the values in ets:

     x.ets <- ets(x.ts)
  4. Performed forecasting for 10 periods:

     x.fore <- forecast(x.ets, h=10)
  5. x.fore is this:

        Point Forecast    Lo 80    Hi 80    Lo 95    Hi 95 87       932.9199 831.7766 1034.063 778.2346 1087.605 88       932.9199 818.1745 1047.665 757.4319 1108.408 89       932.9199 805.9985 1059.841 738.8103 1127.029 90       932.9199 794.8706 1070.969 721.7918 1144.048 91       932.9199 784.5550 1081.285 706.0153 1159.824 92       932.9199 774.8922 1090.948 691.2375 1174.602 93       932.9199 765.7692 1100.071 677.2849 1188.555 94       932.9199 757.1017 1108.738 664.0292 1201.811 95       932.9199 748.8254 1117.014 651.3717 1214.468 96       932.9199 740.8897 1124.950 639.2351 1226.605
  6. When I try to plot the x.fore, I get a graph but the x-axis is showing numbers rather than dates:

enter image description here

Are the steps I am doing correct? How can I change the x-axis to read show dates?


Viewing all articles
Browse latest Browse all 57

Trending Articles



<script src="https://jsc.adskeeper.com/r/s/rssing.com.1596347.js" async> </script>