Re: [R] Newbie help: Data in an arma fit

In such a case your question can be split into two stages: The first one is to read your file into R data.frame (let say) making sure that all "bad" entries are replaced by NA (missing value). This usually can be done and there are several ways of doing so. Stage two would be to check how the missi

Re: [R] Newbie help: Data in an arma fit

On Tue 23 Oct 07, 10:56 AM, Gad Abraham <[EMAIL PROTECTED]> said: > caffeine wrote: >> I'd like to fit an ARMA(1,1) model to some data (Federal Reserve Bank >> interest rates) that looks like: >> ... >> 30JUN2006, 5.05 >> 03JUL2006, 5.25 >> 04JUL2006, N < here! >> 05JUL2006, 5.

Re: [R] Newbie help: Data in an arma fit

caffeine wrote: > I'd like to fit an ARMA(1,1) model to some data (Federal Reserve Bank > interest rates) that looks like: > > > ... > 30JUN2006, 5.05 > 03JUL2006, 5.25 > 04JUL2006, N < here! > 05JUL2006, 5.25 > ... > > > One problem is that holidays have that "N" for their

[R] Newbie help: Data in an arma fit

I'd like to fit an ARMA(1,1) model to some data (Federal Reserve Bank interest rates) that looks like: ... 30JUN2006, 5.05 03JUL2006, 5.25 04JUL2006, N < here! 05JUL2006, 5.25 ... One problem is that holidays have that "N" for their data. As a test, I tried fitting ARMA(1