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members:aguilloux:enseignements:timeseries

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Time series (ENSIIE and M1 MINT)

Slides
R codes
TP 1
TP2, exam and challenge

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)

```

members/aguilloux/enseignements/timeseries.1490009926.txt.gz · Last modified: 2017/03/20 12:38 by Agathe Guilloux

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