[R] questions on ARMA and KPSS

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


Hi,

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,
Weiguang



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