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autoregress
2010 Jun 28
0
Forecast Package in R: auto.arima function
Hey,
I have a few doubts with regard to the usage of the auto.arima function from
the forecast package in R.
*Background:*
I have a set of about 50 time-series for which I would like to estimate the
best autroregressive model. (I want to estimate the coefficients and order
of p). Each of the series is non-stationary and are also have a non-normal
distribution. The data is non-seasonal.
My objective is to group these 50 odd time-series into 6-7 groups and apply
the same auto-regressive model.(Essentially want a...