[R] R time series analysis

lord12 gaut222 at yahoo.com
Sun Sep 5 19:45:03 CEST 2010


I have a data file with a given time series of price data and I would like to
split the time series into a test set and training set. I would then like to
build an ARIMA model on the training set and apply this model on test set.
Below is some code:
[CODE]
data= read.table("A.txt",sep=",")
attach(data)
training = data[1:120, 6]
test = data[121:245, 6]
ts1 = ts(training)
ts2 = ts(test)
arima1 = arima(ts1)
arima2 = arima(ts2)
[/CODE]
-- 
View this message in context: http://r.789695.n4.nabble.com/R-time-series-analysis-tp2527513p2527513.html
Sent from the R help mailing list archive at Nabble.com.



More information about the R-help mailing list