[R] how to do ARIMA prediction with high performance

Hi, I need to process a data stream using ARIMA model in real-time, that is : I need to build a ARIMA model and do prediction in every 1 minute using a slide window with 200 samples . To improve the performance of prediction, what I plan to do is: 1) to build ARIMA model using some history

[R] problem of calculate mean value of large time series data

Hi, I have 20,000 time series variants whose length is about 3000 , and i need to calculate the mean value of each variant. I invoke R with a java client named RCaller, and I assigned the values of these time series variants using RCaller. The problem is : After I start running, the java prog

[R] some questions about ARIMA and FARIMA

Hi, I have some quesions about about ARIMA and FARIMA: 1) Is there a funtion in a third party package to fit ARIMA model? 2)While using fracdiff function to fit FARIMA model, can I use AIC, BIC rule to select the best fit model. For example, to select the best model between nar=0 and nar=1