How do you evaluate the predictive models? For example if I have: arima1 = arima(training, order = c(1,1,1)) arima2 = arima(training, order = c(0,0,0)) x.fore = predict(arima1, n.ahead=5) x.fore1 = predict(arima2, n.ahead = 5)
How do I know which arima model is better for prediction? -- View this message in context: http://r.789695.n4.nabble.com/R-time-series-analysis-tp2527513p2527672.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
