[R] Determination of lag value for Box.test

2009-07-29 Thread m.gharbi
Hi, I saw that tsdiag function doesn't provide a correct result for Ljung-Box test. I want to use Box.test function for this, but I don't know how to determine lag parameter for this function. For fitdf, as I'm using a SARIMA model (0,1,1)(0,1,1)12, I decided to set it to 2. Can you confirm me

[R] re siduals in arima

2009-07-29 Thread m.gharbi
Hi, I'm working on a multivariate ARIMA model. I have 2 time series and found for each an ARIMA model I'd like to know how are calculated the residuals of my arima model using residuals() function in R ? Is it as I think predicted values (from ARIMA model) - observed values ? Is it relevant to

[R] Decompose function : calculation of each component

2009-07-06 Thread m.gharbi
Hello, I'd like to know how R does calculate each component in the decompose() function? More precisely, how is calculated the final trend component in this function? Thanks for your answer Myriam -- View this message in context: http://www.nabble.com/Decompose-function-%3A-calculation-of-eac