Displaying 2 results from an estimated 2 matches for "corarima".
2003 Jul 08
1
Questions about corARMA
...d is y(t)=0.03x1(t)+1.5x2(t)(I omitted "hat" and others). And the model with corARMA(p=2,q=3) is proper. What will be the complete equation?
2. Is is that any regression error will be stationary? (Forgive me for my poor math background. This may be a simple question to most people.) Since corARIMA is not available.
3. Why not make a function to automatically select the best corARMA structure (setting max p and q and the computer takes care of the rest)?
4. When the initial model (without considering correlation structure) has many variables and some have no significance, should I use stepAIC...
2006 Mar 06
0
LME Correlation Component using spectrum()?
...nstructor already written to calculate the shape of
the spectral density for linear models using Fourier estimates (e.g. terms
for a linear model derived from the frequency domain)? I have data with a
long memory process but do not want to destroy it by taking n-differences
for a suitable corAR, or corARIMA object.
Thank you,
KeithC.