AUTO ARMA ARIMA IN R SOFTWARE

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[anilraj]

Madam, Thanks for the video. Kindly clarify my doubt....my univariate series (yield of oilseeds per acre) is non-stationary as per adf.test. I converted the data to log and still the log series is non-stationary (p value 0.42). Then i created the differenced series of original series using diff command. Now the series is stationary. Is this the right method? However I have seen in couple of videos that takes log difference only.

[vibhorgupta]

Hello ma'am thanks for the video, but when I m using command auto.arima(arsales, ic =, trace= true)...there is a error argument y is missing, with no default. What should I do?

[Varneshghildiyalvibhu]

it was a very nice explainations ma'am and very helpful. ma, am my data is not getting stationary at level 2 so can we perform further levels ? or if not then can we perform AIRMA test even without getting stationary? hoping for the quick revert. thankyou ma'am.

[bheemannanayak]

Hello madam, my data was the fourth difference becomes the stationary in adf test but we used Arima function, we get the second difference becomes the stationary but which one best model madam. Please suggest me madam.

[UCKszbcV]

Thanks for the video. Is the .csv data file available somewhere?

[mahanteshmelawanki]

mam please further do a video on ARCH & GARCH model

[theworldofmathematics]

As u told in the start of the lec that u also explain Arma but u just explain arima not Arma kindly share codes of Arma if u have ?

[anilraj]

Madam, reference to my earlier query, can I straight away use ARIMA to the original series ? Will auto.arima() automatically difference the series and convert it into stationary?

[bheemannanayak]

In this video, you are not check stationary, why madam.