I am working on automatic optimization of ARIMA parameters. That takes a lot of computing power, which I would like to reduce by aggregating and smoothing.
Any thoughts on the subject? Suggested algorithms? What is the best order? aggregate then smooth or smooth then aggregate? Many thanks in advance, -- Jean-Luc ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
