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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 |
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- | Question 3,3 | + | == Livre pour des exercices == |
+ | Vous trouverez dans le livre suivant des exercices. Concentrez vous sur les exercices du chapitre 3 (Nous n'avons couvert en cours que les 3 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) | ||
- | |||
- | ``` |