[R] ARMA and ARIMA modeling
brahm at alum.mit.edu
Fri Mar 8 23:16:47 CET 2002
I'd like to play with ARIMA models of stock prices, but I am a complete novice.
Could some kind soul explain the relationship among packages "ts", "tseries",
"dse", "dse2", and "fracdiff"? Are they 'competing' products or does one
depend on another? Where would be the best place for a novice to begin?
Thanks for any advice.
PS. I have Venables & Ripley's MASS (3rd ed), and the "R Complements" paper, to
-- David Brahm (brahm at alum.mit.edu)
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