Hi,
Im trying to perform a time series analysis on financial data. Im going on the
assumption that it follows the random walk, and therefore am fitting an ARIMA
process via the following code fit<-arima(exchange,order=c(0,1,0)), and then
analysing the tsdiag.
Is there a more efficient way of doing this? or can i get R to automatically
give the most efficient p,d,q values for the model itself?
Thanks a lot, any point in the right direction would be greatly appreciated.
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