ARIMA Modeling Optimization

atamulewicz

Hello All, 

 

Here is a data set and example process for completing autoregressive integrated moving average (ARIMA) model optimization with R from our team of expert data scientists. 

 

Enjoy! 

SkyTrader

Thanks @atamulewicz, but it doesn't work in 2020? I downloaded R for RM.
 First warning:


I deleted Rename as I couldn't get rid of the error and got this warning:



Any ideas how to fix this would be appreciated,

Cheers,

hughesfleming68

Hi Skytrader, the Forecast installation in R is missing the part needed for fractional differentiation. I would check your installation in R-Studio first and then get up to speed with how to use dataframes properly in R.