[R] Complex Time Series

Spencer Graves spencer.graves at pdf.com
Thu Jun 19 06:57:24 CEST 2008

      If this were my problem, I think I'd express it as a Kalman filter 
and use the 'dlm' package.  Fortunately, the package contains a vignette. 

      Hope this helps. 
      Spencer Graves

Bernardo Rangel Tura wrote:
> Hi R masters,
> In my work I analyse a time serie of number of birth in State of Rio de Janeiro.
> After study de ACF e p ACF I conclude the model is:
> Non seasonal ar(1)
> In 7 days lag 7 days seasonal ma(1)  
> In 364 days lag 364 days seasonal ma(1)
> If the time serie was Non seasonal ar(1) with one  seasonal ma(1)   is simple
> using command arima for fit a time serie, but I don't know HOW TO fit a arima
> model in a time serie with 2 diferent seasonal periods
> I attach de file ts.csv with the serie.
> Thanks in advance....
> Bernardo Rangel Tura, M.D, M.P.H, PhD
> National Institute of Cardiology
> Rio de Janeiro - Brazil
> ------------------------------------------------------------------------
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.

More information about the R-help mailing list