cancel
Showing results for 
Search instead for 
Did you mean: 
Reply
141507 Helper I
Helper 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.

 

 

.forecast_R_Arima.JPG

 

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 3
Microsoft
Microsoft

Re: ARIMA forecasting - Avoid negative preditions

Hi @141507,

 

Here is an article about positive forecasts and forecasts constrained to an interval. Could you go to check if it helps in your scenario? Smiley Happy

 

Regards

141507 Helper I
Helper I

Re: ARIMA forecasting - Avoid negative preditions

Hi,

 

Thanks for your input, But using this, prediction line shows as constant.

 

Do We have any other way to achieve the positive prediction since we have positive values as resource data ?

 

Regards,

Senthil D

141507 Helper I
Helper I

Re: ARIMA forecasting - Avoid negative preditions

Hi,

 

Is any update for the above.

 

Regards,

Senthil D

Helpful resources

Announcements
Announcing the New Spanish Forum

Announcing the New Spanish Forum

Do you need help in Spanish? Check out our new Spanish community section.

April 2020 Community Highlights

April 2020 Community Highlights

Info on our Super Users, MBAS content and badges, and updates to our support articles. - Read the full Community Highlights.

MBAS Gallery 2020

MBAS Gallery 2020

Watch Microsoft Business Applications Summit sessions on-demand.

Top Solution Authors
Top Kudoed Authors