Hi! Is there any package or function on R to ARMA models (Box & Jenkins, without sazonality and trend) with resources to automatic identification for p and q ? Regards, Raphael Saldanha Brazil [[alternative HTML version deleted]]
Raphael Saldanha wrote:> Hi! > > Is there any package or function on R to ARMA models (Box & Jenkins, without > sazonality and trend) with resources to automatic identification for p and q > ?Have a look at auto.arima() from the forecast package http://cran.ms.unimelb.edu.au/web/packages/forecasting/index.html -- Gad Abraham Dept. CSSE and NICTA The University of Melbourne Parkville 3010, Victoria, Australia email: gabraham at csse.unimelb.edu.au web: http://www.csse.unimelb.edu.au/~gabraham