[R] Multiple periodicities

Miguel A. Arranz maarranz at tol-project.org
Tue Apr 26 20:10:41 CEST 2005


Derar all,

This is a problem that I am unable to solve. I am interested in analyzing some 
high-frequency data which show two periodicities (periods 5 and 260), It is 
clear how to estimate models with one periodicity with arima() but I have not 
been able to include both periodicities. Is there some good way to handle tis 
kind of problem?

Thanks in advane,

Miguel A.

-- 
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Miguel A. Arranz
Tol-Project
maarranz at tol-project.org




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