Re: Source code for an ARIMA model

Wit Jakuczun wrote:
Dnia Wed, 27 Jun 2007 14:14:38 -0700
Jay <k_ajay1@xxxxxxxxx> napisaĹ?(a):


Thanks for the response. I have used some statistical tools like
statgraph which proved the efficacy of a ARIMA model to my data.
I understand.

I guess thats probably because the ARIMA model boils down to a
linear or
exponential smoothing functions depending on the data and takes
different forms of other models. Most of my data sets conformed very
well with a max order of 2 restriction.
I was thinking about implementing the whole box jenkins method
including the model order identification/least squares estimation of
parameters and validation.
It is implemented in R.

That would defenetely be an overkill for my requirement and my
current
job responsibilities.
It will also take some time to compute.

I do have the ability to execute programs on Unix and use the
output in my ETL tool.
You can use R on Windows.

.... and on Unix

So if you can throw some light on R and how to use it and execute
it on Unix, I would really appreciate that.

see ..
http://www.r-project.org/

as a start for all things R.

David Jones
.