Raphael Saldanha wrote:
Hi!
Is there any package or function on R to ARMA models (Box & Jenkins, without
sazonality and trend) with resources to automatic identification for p and q
?
Have a look at auto.arima() from the forecast package
http://cran.ms.unimelb.edu.au/web/packages/forecasting/index.html
--
Gad Abraham
Dept. CSSE and NICTA
The University of Melbourne
Parkville 3010, Victoria, Australia
email: [EMAIL PROTECTED]
web: http://www.csse.unimelb.edu.au/~gabraham
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