AutoRegressive Moving Average Correlation Structures

Hi All,

Here is the script ( Chapter6_jtf.new.r ) I ended up with at the end of class today (I was trying to plot a smoother through the residuals of the M3.gls model, but it didn’t actually work until after class) .  I have also uploaded the slides I did to explain ARMA models.  Tomorrow, we’ll work with some of your data and try to diagnose what to do with the random part of the model (fix heterogeneous variances, add random effects, add autocorrelation, or something else we haven’t gotten to yet).

Jack

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