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members:aguilloux:enseignements:timeseries [2017/03/20 12:38]
Agathe Guilloux
members:aguilloux:enseignements:timeseries [2017/03/22 12:29]
Agathe Guilloux
Line 22: Line 22:
  
  
-Question ​3,3+== Livre pour des exercices == 
 +Vous trouverez dans le livre suivant des exercices. Concentrez vous sur les exercices du chapitre ​(Nous n'​avons couvert en cours que les premiers chapitres) 
 +{{ members/​aguilloux:​enseignements:​timeseries_light_free.pdf| TimeSeries and Applications by R.H. Shumway and D.S Stoffer }} 
  
-  + 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) 
- 
-``` 
members/aguilloux/enseignements/timeseries.txt · Last modified: 2017/03/23 11:28 by Agathe Guilloux

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