Displaying 1 result from an estimated 1 matches for "arma3".
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arma
2009 Jul 15
2
storing lm() results and other objects in a list
...earModel2)
LinearModel3.res <- residuals(linearModel3)
LinearModel4.res <- residuals(linearModel4)
LinearModel5.res <- residuals(linearModel5)
#hmmm bolt on linearModel[x] as linearModel[x]$arma.fit?
arma1.fit <- auto.arima(LinearModel1.res)
arma2.fit <- auto.arima(LinearModel2.res)
arma3.fit <- auto.arima(LinearModel3.res)
arma4.fit <- auto.arima(LinearModel4.res)
arma5.fit <- auto.arima(LinearModel5.res,stepwise=T,trace=T)
#Ok what is left over after Regression and ARIMA that cannot
#be explained. Stupid outliers....
#AO's can be added to the cReg as a normal dummy v...