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ARIMA model with seasonality

3 messages · Yalla, Swaroop (FID), Jeff Ryan, Nathan Bryant

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A good start... at least for TS in general.

http://www.stat.pitt.edu/stoffer/tsa2/index.html

and more from the magic of google (actually other people hard work)

http://www.google.com/search?source=ig&hl=en&rlz=&q=time+series+R&btnG=Google+Search

Jeff
On 11/1/07, Yalla, Swaroop (FID) <Swaroop.Yalla at morganstanley.com> wrote:
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Before you start, it's best to understand seasonal random walk, seasonal 
random trend, and seasonal adjustment (for example, with dummy variables.)

 From my bookmarks-- (this guy rnau is a gold mine)
http://www.duke.edu/~rnau/411outbd.htm
http://www.duke.edu/~rnau/411seas.htm
http://www.duke.edu/~rnau/411seart.htm
http://www.duke.edu/~rnau/seasarim.htm
Jeff Ryan wrote: