I got a solution to Automate Seed as a Vector Instead of an Integer in R here and another solution to filter the true arimaorder
of the simulated data that follows ARIMA(1, 0, 0)
along with the seeds that produce them here also. Out of the seeds that produce the specified ARIMA
order, I want to print
the ar coefficients
of them all along with there seeds.
I tried this:
SEED_vector <- c(14, 152, 165,528, 539, 1091, 1240, 1259, 1314, 1425, 1481, 1552)
arima_order_results = data.frame()
for (my_seed in SEED_vector){
set.seed(my_seed)
ar1 <- arima.sim(n = 10, model=list(ar=0.2, order = c(1, 0, 0)), sd = 1)
ar2 <- auto.arima(ar1, ic ="aicc")
arr <- ar2$coef
print(arr)
arima_order_results = rbind(arima_order_results,arr)
}
I got this as an output:
#ar1 intercept
#-0.6920070 0.4209332
#ar1 intercept
#-0.7202459 -0.3036454
#ar1 intercept
#-0.8971835 -0.4130711
#ar1
#0.8749406
#ar1
#-0.7520381
#ar1 intercept
#-0.8363416 0.3014670
#ar1 intercept
#-0.7016283 0.4847039
#ar1 intercept
#-0.6667556 0.6719526
#ar1 intercept
#-0.6481393 -0.3125167
#ar1 intercept
#-0.6084819 -0.9350262
#ar1 intercept
#-0.8985071 0.4437974
#ar1 intercept
#-0.7552149 1.2879873
Instead of ar1
in my R
output I will rather prefer the seed number that produces the coefficient
Try this approach:
library(forecast)
library(dplyr)
SEED_vector <- c(14, 152, 165,528, 539, 1091, 1240, 1259, 1314, 1425, 1481, 1552)
arima_order_results = data.frame()
for (my_seed in SEED_vector){
set.seed(my_seed)
ar1 <- arima.sim(n = 10, model=list(ar=0.2, order = c(1, 0, 0)), sd = 1)
ar2 <- auto.arima(ar1, ic ="aicc")
arr <- as.data.frame(t(ar2$coef))
arr <- cbind(data.frame(seed=my_seed),arr)
print(arr)
arima_order_results = bind_rows(arima_order_results,arr)
}
Output:
arima_order_results
seed ar1 intercept
1 14 -0.6920070 0.4209332
2 152 -0.7202459 -0.3036454
3 165 -0.8971835 -0.4130711
4 528 0.8749406 NA
5 539 -0.7520381 NA
6 1091 -0.8363416 0.3014670
7 1240 -0.7016283 0.4847039
8 1259 -0.6667556 0.6719526
9 1314 -0.6481393 -0.3125167
10 1425 -0.6084819 -0.9350262
11 1481 -0.8985071 0.4437974
12 1552 -0.7552149 1.2879873