After differencing your variables, you can use the arima()
function in R to fit an ARIMA model to your differenced time series data. The arima()
function requires three inputs: the differenced time series data, the order of the AR, I, and MA terms (p, d, q), and any additional model specifications.
Here is an example of how to use the arima()
function after differencing your variables:
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In the code above, differenced_data
should be replaced with your actual differenced time series data. You can adjust the order of the AR, I, and MA terms by changing the values in the order
argument of the arima()
function. Additionally, you can specify other model specifications, such as seasonal ARIMA models, by including additional arguments in the arima()
function.
Remember to consult the documentation of the arima()
function for more details on its usage and available options.
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