[R] R time series analysis

lord12 gaut222 at yahoo.com
Sun Sep 5 22:37:27 CEST 2010


How do you evaluate the predictive models? For example if I have:

arima1 = arima(training, order = c(1,1,1))
arima2 = arima(training, order = c(0,0,0))
x.fore = predict(arima1, n.ahead=5)  
x.fore1 = predict(arima2, n.ahead = 5)

How do I know which arima model is better for prediction? 
-- 
View this message in context: http://r.789695.n4.nabble.com/R-time-series-analysis-tp2527513p2527672.html
Sent from the R help mailing list archive at Nabble.com.



More information about the R-help mailing list