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2011 Jul 07
1
Discussion on time series analysis and the use and misuse of Differencing
...adakis paper which hammers Box-Jenkins approach to this problem of nonstationarity. I have also included a recent discussion from stackexchange which you might find even more interesting. http://stats.stackexchange.com/questions/12651/box-jenkins-model-selection/12662#12662 http://www.insead.edu/facultyresearch/research/doc.cfm?did=46900 ----- Tom Reilly www.autobox.com -- View this message in context: http://r.789695.n4.nabble.com/Discussion-on-time-series-analysis-and-the-use-and-misuse-of-Differencing-tp3652268p3652268.html Sent from the R help mailing list archive at Nabble.com.