[R] Bok-Jenkins package

Prof Brian D Ripley ripley at stats.ox.ac.uk
Tue Feb 12 09:43:58 CET 2002


On Tue, 12 Feb 2002, Nader Emami wrote:

> Hoi,
>
> I would like to apply the 'Box-Jenkins' method to a time series
> data-sets, But I don't know which function I have to use. Because I'm
> new in the R world.  Would somebody help me about this subject?

library(ts)
?arima0

You won't see `Box-Jenkins' method there, because as Whittle and others
have pointed out, that is gives credit to the publicists not the original
scientists.

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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