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base100
2008 Jan 17
0
Proper Usage of the XREG in ARIMA
...if there was conversion activity
during the week). I never really could figure out in R (only been
using it a week or so) how to pull out part of an array.
Also should I do my disection prior to or after concerting it into a ts object?
the short of the script is (removing plots etc..):
----------
baseU000 <- read.csv("testfile.csv",header=T)
#--- hmm what happens in years with a 53rd week...
tsbaseU000 <- ts(baseU000,start=2004,frequency=52)
#--- add regressors
arimafit <- auto.arima(tsU000[,2],approximation=T,stepwise=N)
forecastU000 <- forecast(arimafit,52)
plot(forecastU000...