[R] questions on ARMA and KPSS

From: Weiguang Shi <wgshi2001_at_yahoo.ca>
Date: Fri 25 Mar 2005 - 11:29:52 EST


I have been fitting a series of data representing a week of Internet traffic (which is daily seasonal and have a general trend toward lower rate at the weekends).

Before I do the ARMA fit (which takes care of seasonality with a lag equal to one day), do I have to make sure the data is stationary? From the results and visually, it seems that this was taken care of. But the residual failed the kpss test with a p-value less than 0.01.

Thank you,

R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Fri Mar 25 11:35:23 2005

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