[R] Discussion on time series analysis and the use and misuse of Differencing

How does the R module ARIMA account for unspecified deterministic structure such as seasonal pulses, level shifts, local time trends and regular pulses without needing to ask the user to intervene to specify this? I have attached a Makradakis paper which hammers Box-Jenkins approach to this

Re: [R] arima

Nuncio, No, there is no requirement to subtract the mean. It is required that the residuals are N.I.I.D. (ie constant mean and constant variance). If you have an upward trending series, for example, then the series would need to be deseasonalized so that it is constant. There are many many

Re: [R] FW: help with time Series regression please

Cathy, How does this model look? [(1-B**4)]Y(T) = 20.767 +[X1(T)][(1-B**4)][(+ 56.1962)] :PULSE 7/ 4 I~P00028test

Re: [R] Non-normal residuals.

Kevin, Kudos to you for asking a question that most do not I have attached an analysis of your residuals for 10 inch called 10inchres.zip. I have also attached our analysis as 10inches.zip. I have posted some reports for you and added some commentary to help you understand this all fully.