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2009 Sep 29
0
Incoherence between arima.sim and auto.arima
...A(3,2,1) fitted my series better than ARIMA (1,0,0) that I used to generate this... The code is: mod2<-arima(series,c(1,0,0)) plot(series,main='black=series - red=ARIMA(3,2,1) - green=ARIMA(1,0,0)') lines(fitted(mod1),col='red') lines(fitted(mod2),col='green') Did I do somothing wrong? Anyone can give me explanation? Thank you very much http://www.nabble.com/file/p25663200/plot.PNG plot.PNG -- View this message in context: http://www.nabble.com/Incoherence-between-arima.sim-and-auto.arima-tp25663200p25663200.html Sent from the R help mailing list archive at Nabble.com.