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Type 'q()' to quit R. > x <- c(1.29352173913043E+000 + ,1.29395652173913E+000 + ,1.29436363636364E+000 + ,1.29440909090909E+000 + ,1.29445454545455E+000 + ,1.29450000000000E+000 + ,1.29356521739130E+000 + ,1.29234782608696E+000 + ,1.29195652173913E+000 + ,1.29160869565217E+000 + ,1.29165217391304E+000 + ,1.29156521739130E+000 + ,1.29108695652174E+000 + ,1.29156521739130E+000 + ,1.29156521739130E+000 + ,1.29160869565217E+000 + ,1.29169565217391E+000 + ,1.29173913043478E+000 + ,1.29208695652174E+000 + ,1.29165217391304E+000 + ,1.29173913043478E+000 + ,1.29165217391304E+000 + ,1.29147826086957E+000 + ,1.29126086956522E+000 + ,1.29130434782609E+000 + ,1.29143478260870E+000 + ,1.29143478260870E+000 + ,1.29139130434783E+000 + ,1.29130434782609E+000 + ,1.29104347826087E+000 + ,1.29134782608696E+000 + ,1.29134782608696E+000 + ,1.29134782608696E+000 + ,1.29160869565217E+000 + ,1.29178260869565E+000 + ,1.29191304347826E+000 + ,1.29191304347826E+000 + ,1.29247826086957E+000 + 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,1.30347826086957E+000 + ,1.30339130434783E+000 + ,1.30378260869565E+000 + ,1.30330434782609E+000 + ,1.30395652173913E+000 + ,1.30460869565217E+000 + ,1.30434782608696E+000 + ,1.30243478260870E+000 + ,1.30334782608696E+000 + ,1.30439130434783E+000 + ,1.30543478260870E+000 + ,1.31400546448087E+000) > par10 = 'FALSE' > par9 = '0' > par8 = '0' > par7 = '2' > par6 = '2' > par5 = '1' > par4 = '0' > par3 = '0' > par2 = '0.0' > par1 = '0' > #'GNU S' R Code compiled by R2WASP v. 1.0.44 () > #Author: Prof. Dr. P. Wessa > #To cite this work: Wessa P., (2009), ARIMA Forecasting (v1.0.5) in Free Statistics Software (v$_version), Office for Research Development and Education, URL http://www.wessa.net/rwasp_arimaforecasting.wasp/ > #Source of accompanying publication: > #Technical description: > par1 <- as.numeric(par1) #cut off periods > par2 <- as.numeric(par2) #lambda > par3 <- as.numeric(par3) #degree of non-seasonal differencing > par4 <- as.numeric(par4) #degree of seasonal differencing > par5 <- as.numeric(par5) #seasonal period > par6 <- as.numeric(par6) #p > par7 <- as.numeric(par7) #q > par8 <- as.numeric(par8) #P > par9 <- as.numeric(par9) #Q > if (par10 == 'TRUE') par10 <- TRUE > if (par10 == 'FALSE') par10 <- FALSE > if (par2 == 0) x <- log(x) > if (par2 != 0) x <- x^par2 > lx <- length(x) > first <- lx - 2*par1 > nx <- lx - par1 > nx1 <- nx + 1 > fx <- lx - nx > if (fx < 1) { + fx <- par5 + nx1 <- lx + fx - 1 + first <- lx - 2*fx + } > first <- 1 > if (fx < 3) fx <- round(lx/10,0) > (arima.out <- arima(x[1:nx], order=c(par6,par3,par7), seasonal=list(order=c(par8,par4,par9), period=par5), include.mean=par10, method='ML')) Call: arima(x = x[1:nx], order = c(par6, par3, par7), seasonal = list(order = c(par8, par4, par9), period = par5), include.mean = par10, method = "ML") Coefficients: ar1 ar2 ma1 ma2 0 1 1.1165 0.1762 s.e. 0 0 0.0700 0.0911 sigma^2 estimated as 3.659e-07: log likelihood = 1253.56, aic = -2497.12 > (forecast <- predict(arima.out,par1)) Error in ts(z[[1L]] + xm, start = xtsp[2L] + deltat(rsd), frequency = xtsp[3L]) : 'ts' object must have one or more observations Calls: predict -> predict.Arima -> ts Execution halted