I have been trying to learn and apply ARIMA models. I have been reading an excellent text on ARIMA by Pankratz - Forecasting with Univariate Box - Jenkins Models: Concepts and Cases. In the text the ...
What caveats apply to algorithmic detection of linearity/normality/homoscedasticity violations in residuals, and what cannot be automated at all?
Note: I start out talking about software, but this is not a software question. Please don't migrate to SO. I'm working on software that allows users to specify regression models using a graphical ...
I am trying to fit a time series using the function auto.arima and I face some strange results. As a first try, I use the command ...
From reading posts on this site I know there is an R function auto.arima (in the forecast package). I also know that IrishStat, ...