This shows you the differences between two versions of the page.
Both sides previous revision Previous revision | Next revision Both sides next revision | ||
members:aguilloux:enseignements:timeseries [2017/03/20 12:11] Agathe Guilloux |
members:aguilloux:enseignements:timeseries [2017/03/20 12:38] Agathe Guilloux |
||
---|---|---|---|
Line 20: | Line 20: | ||
* {{ members/aguilloux:enseignements:deaths.csv.zip | data deaths}} | * {{ members/aguilloux:enseignements:deaths.csv.zip | data deaths}} | ||
* [[https://kobra.io/#/e/-Kf5mF7m5YogINQssx2q|Link to Kobra]] | * [[https://kobra.io/#/e/-Kf5mF7m5YogINQssx2q|Link to Kobra]] | ||
+ | |||
+ | |||
+ | Question 3,3 | ||
+ | |||
+ | + We want to fit a sarima model to the seasonaly differenciated series. | ||
+ | Execute the following code, should it be a difference between the two calls | ||
+ | to the `auto.arima` function ? | ||
+ | | ||
+ | ```{r} | ||
+ | model_D1 =auto.arima(deaths , D=1) | ||
+ | |||
+ | deaths.diff = diff(deaths, 12) | ||
+ | model_diff = auto.arima(deaths.diff) | ||
+ | ``` |