members:aguilloux:enseignements:timeseries
Differences
This shows you the differences between two versions of the page.
| Both sides previous revision Previous revision Next revision | Previous revision | ||
|
members:aguilloux:enseignements:timeseries [2017/03/20 12:38] Agathe Guilloux |
members:aguilloux:enseignements:timeseries [2017/03/23 11:28] Agathe Guilloux |
||
|---|---|---|---|
| Line 18: | Line 18: | ||
| == TP2, exam and challenge == | == TP2, exam and challenge == | ||
| * {{ members/aguilloux:enseignements:for_the_students.zip | Material for the lab and challenge}} | * {{ members/aguilloux:enseignements:for_the_students.zip | Material for the lab and challenge}} | ||
| - | * {{ 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 | + | == 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) | ||
| - | |||
| - | ``` | ||
members/aguilloux/enseignements/timeseries.txt · Last modified: 2017/03/23 11:28 by Agathe Guilloux
Page Tools
Except where otherwise noted, content on this wiki is licensed under the following license: CC Attribution-Share Alike 3.0 Unported
