bren at juanantonio.info
2006-May-21 15:00 UTC
[R] is there a way to find the best ARIMA model
Using forecast package. http://www-personal.buseco.monash.edu.au/~hyndman/Rlibrary/forecast/ Best Regards. Message: 50 Date: Thu, 18 May 2006 18:50:15 -0400 From: "Wensui Liu" <liuwensui en gmail.com> Subject: To: Michael <comtech.usa en gmail.com> Cc: R-help en stat.math.ethz.ch Message-ID: <1115a2b00605181550i1e718124p3ec01f4f70ed9f02 en mail.gmail.com> Content-Type: text/plain; charset=ISO-8859-1; format=flowed what is your criterion of 'best arima'? there are more than 1 criterion for 'best' model. On 5/15/06, Michael <comtech.usa en gmail.com> wrote:> I tried to find a function called "bestARIMA" but it did not show up... even > on google it does not show up often: > > I've only found the following link with "bestARIMA" in it: > > http://sirio.stat.unipd.it/files/ts02-03/tsR.pdf > > but where is the package and the function in R? > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help en stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html >-- Juan Antonio Bre?a Moral. Advanced Marketing Phd, URJC, Spain (Now) Industrial Organisation Engineering, ICAI, Spain. Technical Computer Programming Engineering, ICAI, Spain Web: http://www.juanantonio.info Mobile: +34 655970320