If this were my problem, I think I'd express it as a Kalman filter
and use the 'dlm' package. Fortunately, the package contains a
vignette.
Hope this helps.
Spencer Graves
Bernardo Rangel Tura wrote:> Hi R masters,
>
> In my work I analyse a time serie of number of birth in State of Rio de
Janeiro.
> After study de ACF e p ACF I conclude the model is:
>
> Non seasonal ar(1)
> In 7 days lag 7 days seasonal ma(1)
> In 364 days lag 364 days seasonal ma(1)
>
> If the time serie was Non seasonal ar(1) with one seasonal ma(1) is
simple
> using command arima for fit a time serie, but I don't know HOW TO fit a
arima
> model in a time serie with 2 diferent seasonal periods
>
> I attach de file ts.csv with the serie.
>
> Thanks in advance....
>
> Bernardo Rangel Tura, M.D, M.P.H, PhD
> National Institute of Cardiology
> Rio de Janeiro - Brazil
>
>
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