bryan wrote:
Indeed, there was a bug ... my current play code looks like this ...
Hmmmm.... the bug seems to be there, still.
> fit<- arima(x.ts, order=c(p,q,d),
*****
> seasonal=list(order=c(P,D,Q),
> period=frequency(x.ts)),
> method='CSS')
P.S. - I'm trying to use this code, me too. Also based on the same source.
But it doesn't seem to work with one of my series.
get.best.arima<- function(x.ts, maxord=c(3,3,3,3))
{
# function based on 'Introductory Time Series with R'
# ... try and fit the best ARIMA(p,d,q,P,D,Q) model
# using all permutations from 0 to maxord for p,q,P,Q
# Assume D=1 and select d using ndiffs and the KPSS test
# for stationarity.
# ... if no model can be found - return NULL
--
---------------------------------------------------------------
Jose Marcio MARTINS DA CRUZ http://j-chkmail.ensmp.fr
Ecole des Mines de Paris
60, bd Saint Michel 75272 - PARIS CEDEX 06
mailto:jose-marcio.mart...@mines-paristech.fr
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