HW4 example code?

[davismj87]

I'm having issues with Problems 6 and 7 on the homework, namely, neither the arima() call, nor the cross-validation technique are working with multivariate datasets. I can get both sets of code to work if I limit my analysis to one taxonomic group...but with the full matrix it's errors galore. I've done a pretty thorough search for answers on stack overflow, but nothing is coming up. Has anyone found a solution? Am I missing something easy here?

[eeholmes]

Hi,

First remember that 6 & 7 are optional. The homework is just 1-5. These 2 questions *6 & 7) are more 'open-ended'. There are quite a few different ways you could approach this and you will need to do more coding.

1. arima is for univariate models. So you have to analyze Green and Bluegreen time series separately.

2. the cross-validation code that Eric showed in class was also for univariate time-series. You'll have to modify it to do the cross-validation for multivariate time series.