[R-SIG-Finance] I want to find the best arima model using AIC criterion, but having problems
adam at mycostech.com
Tue Jan 18 08:49:14 CET 2011
I hadn't used the auto.arima. Thanks for showing me that. I'm having
troubles with including an xreg variable, and when it does accept the xreg
variable, it won't accept the newxreg for predictions.
auto.arima isnt' really tailored for handling seasonal models. I have to
save my data as a time series with frequency 7, but then when I do this, I
can't include xreg, I get the following error :
Error in attr(x, "tsp") <- value :
invalid time series parameters specified
In some ways, I like my own code better if it would just keep plugging
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