#R #arima #forecast

Chetan auto.arima

require(forecast)


resultsAR = NULL
resultsMA = NULL

# start a loop here and feed it new data
  tmp = data$Value
  tmp = tmp[1:100]
  
  
  fit = auto.arima(tmp)
  str(fit)
  fit$model
  
  # to get the AR-part
  ar = fit$model["phi"]
  ma = fit$model["theta"]
  
  
  resultsAR = rbind(resultsAR, ar)
  resultsMA = rbind(resultsMA, ma)
# end of loop

#writing the results to files
write.csv(resultsAR, "resultsAR")
write.csv(resultsMA, "resultsMA")