[R] [gently off topic] arima seasonal question
Prof Brian Ripley
ripley at stats.ox.ac.uk
Fri Jul 2 06:57:00 CEST 2004
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
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 at 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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