[R-SIG-Finance] ARIMA model with seasonality

[Jeff Ryan]

A good start... at least for TS in general.

http://www.stat.pitt.edu/stoffer/tsa2/index.html

and more from the magic of google (actually other people hard work)

http://www.google.com/search?source=ig&hl=en&rlz=&q=time+series+R&btnG=Google+Search

Jeff



On 11/1/07, Yalla, Swaroop (FID) <Swaroop.Yalla at morganstanley.com> wrote:
> Hello:
>
> I have a series of monthly data which alos has seasonality, and I was
> trying to model it as a seasonal ARIMA model. I wasnt sure how to use
> arima function in R to model a seasonal time series (in fact my
> knowledge of ARMA model is quite rudimentary). Can someone help me in
> this regard, or can point me to some example code or other R resources?
> Another question: how far the forecasts from such a model make sense??
>
> thanks
> Swaroop
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