[R-SIG-Finance] ARIMA model with seasonality

[Nathan Bryant]

Before you start, it's best to understand seasonal random walk, seasonal 
random trend, and seasonal adjustment (for example, with dummy variables.)

 From my bookmarks-- (this guy rnau is a gold mine)
http://www.duke.edu/~rnau/411outbd.htm
http://www.duke.edu/~rnau/411seas.htm
http://www.duke.edu/~rnau/411seart.htm
http://www.duke.edu/~rnau/seasarim.htm


Jeff Ryan wrote:
> 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
>> --------------------------------------------------------
>>
>> This is not an offer (or solicitation of an offer) to bu...{{dropped:24}}
>>
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