search for: fitarma

...I wasn't lucky. I'm using RExcel; I've read several examples which explain how to call in RExcel an R function via =RApply(...) but I don't understand how may I include in the function several numeric arguments. Take this example: I want to use the following R function from "FitARMA" package: FitARMA(z, order = c(0, 0, 0), demean = TRUE, MeanMLEQ = FALSE, pApprox = 30, MaxLag = 30) What's the right syntax? How may I get the ARMA coefficients and/or the t+1 ARMA forecast in RExcel? Thank you very much! -- View this message in context: http://r.789695.n4.nabble.com/...

Hello, I am having some problems with fitting an ARMA model to my time series data (randomly generated numbers). The thing is I have tried many packages [tseries, fseries, FitARMA etc.] and all of them giving very different results. I would appreciate if someone could post here what the best package is for my purpose. Also, after having done the fitting, I would like to check for the model's adequacy. How can I do this? Thanks. -- View this message in context: http://r...