Forecasting, Time Series Analysis, Fourier Transform, R, Ml So Good.
0.0186 0.0320 0.0332 0.0134 0.0291 sigma^2 = 145.8: log likelihood = -49198.47 AIC=98410.94 AICc=98410.95 BIC=98463.02 We end up with an ARIMA model having an AR(3) and MA(3) component for which no differencing is needed. What I can do as well is build a linear regression model which has several