[R] How to fit ARMA model

UnitRoot akhussanov at gmail.com
Fri Jul 1 09:01:53 CEST 2011


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.789695.n4.nabble.com/How-to-fit-ARMA-model-tp3637632p3637632.html
Sent from the R help mailing list archive at Nabble.com.



More information about the R-help mailing list