Time Series Regression and ARMA model
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Hi, following question. I have a time series of 12000 lognormally distributed (mu=0 and sigma=0.25) numbers.
R=lognrnd(0,0.25,12000,1)
How do you get a regression model for that data? No function seams to support lognormal distribution. And also, for that set of data how do you decide how many lags the ARMA model need?
Please help
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