I have a data file with a given time series of price data and I would like to
split the time series into a test set and training set. I would then like to
build an ARIMA model on the training set and apply this model on test set.
Below is some code:
[CODE]
data= read.table("A.txt",sep=",")
attach(data)
training = data[1:120, 6]
test = data[121:245, 6]
ts1 = ts(training)
ts2 = ts(test)
arima1 = arima(ts1)
arima2 = arima(ts2)
[/CODE]
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