Dear All,
Does anyone know how the ARIMA function works?
I would like to create an ARIMA model using more than on regressor.
It's an autoregressive model with step 1.
The function I am using is the following, where y is the depedent variable
and x is a matrix that contains the regressors.
al.mod <- list(order=c(1,0,1), model.period = "None (1)", model.init.ar =
0, model.init.ma = 0)
ar.model <- arima.mle(y, model=al.mod, xreg = x)
Regards,
Sofia
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Sofia Ziagka
I - Consulting
Tel : +32 10 67 98 883
Fax: +32 10 67 73 589
sofia.ziagka@initiativemedia.com
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