[R] ARMA and AR in R

2013-02-28 Thread Nnina
Hello, I would like to compute ARMA and AR using arima-function in R. My question is: If I have Null=zero values in my data, what should I do? Remove ? or doesn't matter for ARIMA-models and I can estimate my coefficients including zero values in data in arima-function in R ? What is the better

[R] RMSE comparison: test

2013-02-18 Thread Nnina
Hello, I did computation of the model like in the paper. And now I have RMSE from my estimated model and RMSE from the paper. The question is: How to do the test for two RMSEs? e.g. like Null hypothesis: RMSE1-RMSE2=0 I have the paper and I am doing computation exactly like it is described in the

Re: [R] RMSE comparison: test

2013-02-18 Thread Nnina
Hello, I did computation of the model like in the paper. And now I have RMSE from my estimated model and RMSE from the paper. The question is: How to do the test for two RMSEs? Thank you. 2013/2/18 ghjf fghjk > Hello, > > I did computation of the model like in the paper. > And now I have RMSE