Please (!) go read a book on basic time series analysis instead of just posting a question each time you see a new word.
Michael On Thu, Mar 22, 2012 at 4:56 AM, sagarnikam123 <sagarnikam...@gmail.com> wrote: > i have below file as time series data > http://r.789695.n4.nabble.com/file/n4494907/1A2X_B_phi_psi_pot_r_k.txt > 1A2X_B_phi_psi_pot_r_k.txt > i used autofit function from "itsmr" package > >>k<-read.table(file.choose()) >> ar(k$V1) > Call: > ar(x = k$V1) > Order selected 0 sigma^2 estimated as 0.2499 > >> autofit(k$V1) > Error in arima(x, c(p, 0, q)) : non-stationary AR part from CSS > > what is this CSS ?& hot to make it stationary > > -- > View this message in context: > http://r.789695.n4.nabble.com/how-to-make-this-time-series-data-stationary-tp4494907p4494907.html > Sent from the R help mailing list archive at Nabble.com. > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
