On Wed, 15 Jun 2011, siddharth arun wrote:
I am using AUTO ARIMA for forecasting.
I assume you mean function auto.arima() from package "forecast".
But it is not detecting 'seasonality term' of its own for any data.
Yes, it does so, if you supply a time series object with a frequency > 1.
Is there any other method by which we can detect seasonality and its
frequency for any data?
Is there any method through which seasonality and its frequency can be
automatically detected from ACF plot?
Usually you _know_ the frequency (i.e., 12 for monthly and 4 for quarterly
data etc.).
For example for the famous monthly "AirPassengers" series:
library("forecast")
auto.arima(AirPassengers)
which returns a seasonal ARIMA model. See ?auto.arima for tweaking its
arguments as well as the accompanying paper
http://www.jstatsoft.org/v27/i03/
for more details.
Z
--
Siddharth Arun,
4th Year Undergraduate student
Industrial Engineering and Management,
IIT Kharagpur
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