[R] "xreg" in ARIMA modelling.
alastair.rushworth at nhsbt.nhs.uk
Thu Nov 27 12:59:18 CET 2008
Does anyone know how the parameter estimates are calculated for xreg
variables when called as part of an arima() command, or know of any
literature that provides this info? In particular, I was wondering if there
is a quick way to compare different combinations of "xreg" variables in the
arima() fit in the same way that you would in multiple regression (using AIC
& R^2 etc.).
Thanks very much!
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