Re: [R] Discussion on time series analysis and the use and misuse of Differencing

tomreilly autobox.com> writes: > > How does the R module ARIMA account for unspecified deterministic structure > such as seasonal pulses, level shifts, local time trends and regular pulses > without needing to ask the user to intervene to specify this? It doesn't. > I have attached a Makrad

[R] Discussion on time series analysis and the use and misuse of Differencing

How does the R module ARIMA account for unspecified deterministic structure such as seasonal pulses, level shifts, local time trends and regular pulses without needing to ask the user to intervene to specify this? I have attached a Makradakis paper which hammers Box-Jenkins approach to this probl