I am trying to forecast some data from java with R integration using rcaller. similar to code sample in rcaller(https://github.com/jbytecode/rcaller/blob/master/RCaller/src/main/java/examples/ForecastExample.java)
After reading results from r and printing upper,lower, fitted and mean(i added using tt$mean). Below are example values:
R command and values:
> lst<-forecast(arfima(ma(meta1, order=7)),h=10)
> lst$mean
Time Series:
Start = 105
End = 114
Frequency = 1
[1] 144.3219 137.5436 131.7407 126.7097 122.3315 118.5163 115.1900 112.2892
[9] 109.7589 107.5511
> lst
Point Forecast Lo 80 Hi 80 Lo 95 Hi 95
105 144.3219 122.37756 166.2663 110.76091 177.8830
106 137.5436 107.51843 167.5687 91.62408 183.4631
107 131.7407 96.49639 166.9850 77.83919 185.6422
108 126.7097 87.82406 165.5954 67.23922 186.1803
109 122.3315 80.81365 163.8493 58.83544 185.8275
110 118.5163 75.05634 161.9762 52.05005 184.9825
111 115.1900 70.27757 160.1024 46.50237 183.8776
112 112.2892 66.27976 158.2986 41.92383 182.6546
113 109.7589 62.91454 156.6032 38.11664 181.4011
114 107.5511 60.06726 155.0349 34.93086 180.1713
Java xml result:
Available results from ts() object:
<?xml version="1.0"?>
<root>
<variable name="upper" type="numeric" n="10" m="2"><v>0.0415022799211068</v><v>0.0591474942854589</v><v>0.0614232201188155</v><v>0.0614270046751282</v><v>0.0614250367195549</v><v>0.0614268906025606</v><v>0.0614267754071175</v><v>0.061426764426567</v><v>0.0614267887421146</v><v>0.0614268038998227</v><v>0.0630097192924167</v><v>0.089534103213086</v><v>0.0928426957181002</v><v>0.0928794445803825</v><v>0.0928775168539632</v><v>0.0928794017875694</v><v>0.0928792867199118</v><v>0.0928792757404699</v><v>0.0928793000618265</v><v>0.0928793152218208</v></variable>
<variable name="lower" type="numeric" n="10" m="2"><v>-0.0397547602668397</v><v>-0.0556558470226343</v><v>-0.0572823843642995</v><v>-0.057403141920541</v><v>-0.0574052618654761</v><v>-0.0574035252944317</v><v>-0.0574036409726598</v><v>-0.057403651957399</v><v>-0.0574036276637981</v><v>-0.0574036125147275</v><v>-0.0612621996381496</v><v>-0.0860424559502614</v><v>-0.0887018599635842</v><v>-0.0888555818257953</v><v>-0.0888577419998844</v><v>-0.0888560364794405</v><v>-0.0888561522854541</v><v>-0.088856163271302</v><v>-0.08885613898351</v><v>-0.0888561238367256</v></variable>
<variable name="mean" type="numeric" n="10" m="1"><v>0.000873759827133541</v><v>0.00174582363141232</v><v>0.00207041787725797</v><v>0.00201193137729362</v><v>0.0020098874270394</v><v>0.00201168265406443</v><v>0.00201156721722883</v><v>0.00201155623458396</v><v>0.00201158053915825</v><v>0.00201159569254763</v></variable>
</root>
Are the results getting scaled? If so how to get actual data?
