Back to Blog
Sarima r for rainfall5/28/2023 ![]() The values of \(p\) and \(q\) are then chosen by minimising the AICc after differencing the data \(d\) times. ![]() The number of differences \(0 \le d\le 2\) is determined using repeated KPSS tests. Hyndman-Khandakar algorithm for automatic ARIMA modelling What is described here is the default behaviour. The arguments to auto.arima() provide for many variations on the algorithm. The auto.arima() function in R uses a variation of the Hyndman-Khandakar algorithm ( Hyndman
0 Comments
Read More
Leave a Reply. |