Re: [R] [gently off topic] arima seasonal question

From: Prof Brian Ripley <ripley_at_stats.ox.ac.uk>
Date: Fri 02 Jul 2004 - 14:57:00 EST


arima() fits a seasonal ARIMA model. I have no idea what `seasons' you have in mind, but they can be used for weekly effects in daily data, for example, and might also be appropriate for a yearly effect in weekly data (provided you have the same number of weeks each year and are not subject to the vagarities of holidays -- e.g. weekly abundance measures of animals).

This is answered in all good books on time series, including some of those referred to in ?arima.

On Thu, 1 Jul 2004, Laura Holt wrote:

> When using the arima function with the seasonal option, are the seasonal
> options only good for monthly and quarterly data, please?
>
> Also, I believe that weekly and daily data are not appropriate for seasonal
> parm estimation via arima.
>
> Is that correct, please?

-- 
Brian D. Ripley,                  ripley@stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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Received on Fri Jul 02 15:01:43 2004

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