Forum Discussion
141507
9 years agoHelper I
ARIMA forecasting - Avoid negative preditions
Hi,
I am using below R code to generate Arima Forecast. The plot is successful and I dont want to see negative values in the plot. I used the lambda=0 in the arima() and my plot date is greater than zero records only. Still I am seeing negative predicions.
.
Is there anyway to prevent this. Below is my R code.
library(xts)
library("forecast")
dates=as.Date(dataset$ReceivedDate,"%Y-%m-%d")
xs=xts(dataset$Volume,dates,frequency=12)
plot(xs)
arima1 <-arima(xs,order=c(2,1,5),seasonal=list(order=c(0,1,1),period=12,lambda=0))
q=forecast(arima1,h=60,level=c(99.5))
plot(q,col ="darkcyan",xaxt = 'n',xlab='Year', ylab = 'Volume',main='Inventory Forecast (Arima)')
axis(side=1,at=c(0,50,100,150,200),labels=c("Aug 2016","Oct 2016","Dec 2016","Jan 2017","Mar 2017"))
file.remove("D:/fitarima.csv")
write.table(q,file="D:/fitarima.csv", append=TRUE,sep=",",col.names=TRUE,row.names=TRUE)Regards,
Senthil D
3 Replies
- v-ljerr-msftMicrosoft Employee