search for: p415

...how to interpret the "predicted" time series it returns. The obvious alternative is to construct the forecast using df.y$coef and a relevant data vector. Q2: --- Suppose I want to select the autoregressive order using AIC. If I have understood, in the excellent MASS text comments (p415) that comparisons are only valid if n.cond is the same for each model. Yet, when I set n.cond=maximum.lag (say =5), I get df.y$n.cond =0. So I'm unclear if the AICs are comparable for different models (i.e. different L's and different K's).

Is it possible to program the multi-purpose keys on a GXP-2000 remotely via a TFTP configuration file? If so, what are the parameters to put in the configuration file? Thanks, Daniel