[R] ARIMA, AR, STEP

2008-05-08 Thread Daniele Amberti
Here is my problem: Autoregressive models are very interesting in forecasting consumptions (eg water, gas etc). Generally time series of this type have a long history with relatively simple patterns and can be useful to add external regressors for calendar events (holydays, vacations etc).

Re: [R] ARIMA, AR, STEP

2008-05-08 Thread Prof Brian Ripley
On Thu, 8 May 2008, Daniele Amberti wrote: Here is my problem: Autoregressive models are very interesting in forecasting consumptions (eg water, gas etc). Generally time series of this type have a long history with relatively simple patterns and can be useful to add external regressors for

Re: [R] ARIMA, AR, STEP - [ ] Message is from an unknown sender

2008-05-08 Thread Daniele Amberti
. Library forecasting seems to do something this way but documentation is not so exhaustive. Thanks -Original Message- From: Prof Brian Ripley [mailto:[EMAIL PROTECTED] Sent: giovedì 8 maggio 2008 14.48 To: Daniele Amberti Cc: r-help@r-project.org Subject: Re: [R] ARIMA, AR, STEP