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
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
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
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