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Excellent walkthrough I'll be sure to give this a try on my next project. Any good references for an intro to the traditional arima models?
by uptownfunk 11y ago
Excellent walkthrough I'll be sure to give this a try on my next project.
Any good references for an intro to the traditional arima models?
- stared 11y agoShort: http://a-little-book-of-r-for-time-series.readthedocs.org/en/latest/src/timeseries.html http://a-little-book-of-r-for-time-series.readthedocs.org/en... or http://people.duke.edu/~rnau/411arim.htm http://people.duke.edu/~rnau/411arim.htm And for a longer, a book by the author of R forecast library: https://www.otexts.org/fpp/ https://www.otexts.org/fpp/
- dandermotj 11y agoThis book is extremely practical - I would definitely recommend it for doing actual time series analysis. That said, it's not a learn time series book. It's a do basic time series in R book.
- em500 11y agoHyndman's online forecasting book https://www.otexts.org/fpp https://www.otexts.org/fpp has an ARIMA section that covers pretty much everything a practitioner would need.
- bachmeier 11y agoTry one of the forecasting books on Frank Diebold's page: http://www.ssc.upenn.edu/~fdiebold/Textbooks.html http://www.ssc.upenn.edu/~fdiebold/Textbooks.html I use the Elements of Forecasting book in an undergrad forecasting class that I teach. Forecasting will be better, but I'm not sure if it's completed.