Thats nice thanks =) .. I can trick R to do multivariate armax with
lagged inputs as well and I bet R people didnt designed it that way
(but the idea is the same when doing MLE, it must work)..
anyway.. I wrote a small code (you can change it if you want) that
does armax with multiple inputs in ma
experiment with xreg and report here.. Im doing this because the
documentation (as many of us already know.. ) do not really explain
xreg very well.
Sincerely,
Jose Capco
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Dear R-help-archive..
I am trying to figure out how to make arima prediction when I have a
process involving multivariate time series input, and one output time
series (output is to be predicted) .. (thus strictly speaking its an
ARMAX process). I know that the arima function of R was not designe
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