I hadn't used the auto.arima. Thanks for showing me that. I'm having troubles with including an xreg variable, and when it does accept the xreg variable, it won't accept the newxreg for predictions.
auto.arima isnt' really tailored for handling seasonal models. I have to save my data as a time series with frequency 7, but then when I do this, I can't include xreg, I get the following error : Error in attr(x, "tsp") <- value : invalid time series parameters specified In some ways, I like my own code better if it would just keep plugging along... -- View this message in context: http://r.789695.n4.nabble.com/I-want-to-find-the-best-arima-model-using-AIC-criterion-but-having-problems-tp3220695p3221289.html Sent from the Rmetrics mailing list archive at Nabble.com. _______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.
