
Hi,

Im trying to perform a time series analysis on financial data. Im going on the assumption that it follows the random walk, and therefore am fitting an ARIMA process via the following code fit<-arima(exchange,order=c(0,1,0)), and then analysing the tsdiag.

Is there a more efficient way of doing this? or can i get R to automatically give the most efficient p,d,q values for the model itself?

Thanks a lot, any point in the right direction would be greatly appreciated.


 		 	   		  
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