If this were my problem, I think I'd express it as a Kalman filter
and use the 'dlm' package. Fortunately, the package contains a vignette.
Hope this helps.
Spencer Graves
Bernardo Rangel Tura wrote:
Hi R masters,
In my work I analyse a time serie of number of birth in State of Rio de Janeiro.
After study de ACF e p ACF I conclude the model is:
Non seasonal ar(1)
In 7 days lag 7 days seasonal ma(1)
In 364 days lag 364 days seasonal ma(1)
If the time serie was Non seasonal ar(1) with one seasonal ma(1) is simple
using command arima for fit a time serie, but I don't know HOW TO fit a arima
model in a time serie with 2 diferent seasonal periods
I attach de file ts.csv with the serie.
Thanks in advance....
Bernardo Rangel Tura, M.D, M.P.H, PhD
National Institute of Cardiology
Rio de Janeiro - Brazil
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