[R] daily time series

Leeds, Mark (IED) Mark.Leeds at morganstanley.com
Fri Dec 15 17:10:29 CET 2006


I think you can fit them using arima() whch I think is part of the
base.


-----Original Message-----
From: r-help-bounces at stat.math.ethz.ch
[mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Santiago
Cilintano
Sent: Friday, December 15, 2006 10:41 AM
To: r-help at stat.math.ethz.ch
Subject: [R] daily time series

Is there some package in R to model daily univariate time series? We
want to model more than one seasonality using the Box-Jenkins' method.
That is, we want to model a series with both a yearly and weekly
seasonal component.

thanks , Santiago Cilintano

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