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time series #44

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maebruck opened this issue Oct 2, 2020 · 0 comments

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maebruck commented Oct 2, 2020 •

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pg. 159: Do time series in general make sense to fit? If yes, then possible candidates are:

stats::ar() -> univariate autoregressions via ML, unrestricted VAR
stats::arima() -> fits using unconditional ML
tseries::arma()-> fits using CSS (conditional sum of squares), not MLE
forecast::auto.arima()-> fits using arima (ML), so might just plug into existing arima methods.
stats::StructTS() -> fits using MLE
if okay, then check pages behind 159 for functions that need to plug into the methods

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