Displaying 1 result from an estimated 1 matches for "somulate".
Did you mean:
simulate
2009 Sep 29
0
Incoherence between arima.sim and auto.arima
Hello,
I have a question about function arima.sim
I tried to somulate a AR(1) process, with no innovation, no error term.
I used this code:
library(forecast)
e=rnorm(100,mean=0,sd=0)
series=arima.sim(model=list(ar=0.75),n=100,innov=e)+20
Then I tried to applicate ti this series auto.arima function:
mod1<-auto.arima(series,stepwise=FALSE,trace=TRUE,ic='aicc&...