If I am right then you must get the seasonal factor etc (if any) out before fitting ant ARIMA (or statistical model) i.e. fit ARIMA on residual series not original series.
-----Original Message----- From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On Behalf Of djhurio Sent: 14 April 2009 17:41 To: r-help@r-project.org Subject: [R] Decomposition of time series with forecast package Hi! I am exploring the forecast package (http://www.robjhyndman.com/ index.php?option=com_content&task=view&id=55&Itemid=71). I am doing ARIMA modelling with auto.arima() function. Is it possible to get the decomposition of a time series using the model found by auto.arima()? I would like to decompose a time series in trend, seasonal and irregular components according to the model. I have looked at the decompose() and stl() functions. But these function do not take into account the specific model found by auto.arima(). Thanks! Martins ______________________________________________ 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.
