[R] How to fit ARMA model

2011-07-01 Thread UnitRoot
Hello, I am having some problems with fitting an ARMA model to my time series data (randomly generated numbers). The thing is I have tried many packages [tseries, fseries, FitARMA etc.] and all of them giving very different results. I would appreciate if someone could post here what the best

Re: [R] How to fit ARMA model

2011-07-01 Thread Ben Bolker
UnitRoot akhussanov at gmail.com writes: Hello, I am having some problems with fitting an ARMA model to my time series data (randomly generated numbers). The thing is I have tried many packages [tseries, fseries, FitARMA etc.] and all of them giving very different results. I would

Re: [R] How to fit ARMA model

2011-07-01 Thread Mike Marchywka
From: bbol...@gmail.com Date: Fri, 1 Jul 2011 13:16:45 + Subject: Re: [R] How to fit ARMA model UnitRoot akhussanov at gmail.com writes: Hello, I am having some problems with fitting an ARMA model to my time series data (randomly generated numbers). The thing is I have