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cdownrange
2009 Feb 03
3
Problem about SARMA model forcasting
Hello, Guys:
I'm from China, my English is poor and I'm new to R. The first message I sent to R help meets some problems, so I send again.
Hope that I can get useful suggestions from you warm-hearted guys.
Thanks.
I builded a multiplicative seasonal ARMA model to a series named "cDownRange".
And the order is (1,1)*(0,1)45
The regular AR=1; regular MA=1; seasonal AR=0; seasonal MA=1; seasonal period=45.
I fitted the model in R and get the result as below:
Call:arima(x = cDownRange, order = c(1, 0, 1), seasonal = list(order = c(0, 1, 1), period = 45))
Coefficients:
a...