> xreg.train<- data.frame(is.holiday=jholidays.xts["::2015-11-30"],year=year(date.train),month=as.factor(month(date.train)),day=day(date.train),wd=weekdays(date.train))%>%dummy.data.frame%>%select(-month1,-wd“ϊ—j“ϊ)%>%as.matrix > fit.arimax.cal<- auto.arima(call.train.ts,seasonal=T,trace=Txreg=xreg.train)#arimaxƒ‚ƒfƒ‹‚ΜƒtƒBƒbƒeƒBƒ“ƒO ARIMA(2,0,2) with non-zero mean : 11402.32 ARIMA(0,0,0) with non-zero mean : 11664.95 ARIMA(1,0,0) with non-zero mean : 11402.53 ARIMA(0,0,1) with non-zero mean : 11451.06 ARIMA(0,0,0) with zero mean : 11665.87 ARIMA(1,0,2) with non-zero mean : 11401.18 ARIMA(1,0,1) with non-zero mean : 11403.75 ARIMA(1,0,3) with non-zero mean : 11401.67 ARIMA(2,0,3) with non-zero mean : 11404.22 ARIMA(1,0,2) with zero mean : 11400.29 ARIMA(0,0,2) with zero mean : 11417.95 ARIMA(2,0,2) with zero mean : 11401.2 ARIMA(1,0,1) with zero mean : 11403.12 ARIMA(1,0,3) with zero mean : 11400.76 ARIMA(0,0,1) with zero mean : 11450.95 ARIMA(2,0,3) with zero mean : 11403.14 Best model: ARIMA(1,0,2) with zero mean > summary(fit.arimax.cal) Series: call.train.ts ARIMA(1,0,2) with zero mean Coefficients: ar1 ma1 ma2 is.holiday year month2 month3 month4 month5 month6 month7 month8 month9 month10 0.7803 -0.2321 -0.1964 -379.1346 1.5137 195.9081 272.9902 -24.2703 -88.6687 -25.0078 277.1681 224.4410 76.2821 3.7991 s.e. 0.0837 0.0973 0.0656 42.8611 0.0387 96.4907 99.5181 101.4300 100.2031 101.4180 101.1563 101.2811 92.3923 91.6773 month11 month12 day wd‰Ξ—j“ϊ wd‹ΰ—j“ϊ wdŒŽ—j“ϊ wd…—j“ϊ wd“y—j“ϊ wd–Ψ—j“ϊ 147.3163 414.5067 -1.1747 -104.1835 61.3693 22.6069 -127.6002 157.4556 -130.2834 s.e. 93.0474 94.0236 1.5022 31.7203 31.6301 26.3375 32.3830 25.5789 32.3576 sigma^2 estimated as 59126: log likelihood=-5675.48 AIC=11398.96 AICc=11400.47 BIC=11512.01 Training set error measures: ME RMSE MAE MPE MAPE MASE ACF1 Training set -0.4521637 243.158 172.401 -0.5560798 5.406263 0.05535613 0.007784234 #ˆΘ‰Ί‚ͺ—\‘ͺŒ‹‰Κi”²ˆj Forecasts: Point Forecast Lo 80 Hi 80 Lo 95 Hi 95 70934401 3529.367 3217.748 3840.987 3052.786 4005.948 71020801 3404.598 3049.215 3759.980 2861.087 3948.108 71107201 3385.364 3022.739 3747.989 2830.777 3939.951 71193601 3563.843 3196.878 3930.809 3002.618 4125.068 #ˆΘ‰Ί‚ͺ—\‘ͺŠJŽn“ϊ‚Μ‘O“ϊ‚ά‚Ε‚Μƒf[ƒ^i”²ˆj 2015/11/26 3557 2015/11/27 3416 2015/11/28 3329 2015/11/29 3001 2015/11/30 3446