For students who are interested in doing a PhD at Monash under my supervision.
First, check that you satisfy the following criteria:
You must have completed a degree in statistics that involved some research component (e.g., an honours or masters thesis). A degree in computer science, mathematics or econometrics might be acceptable if it contained a substantial amount of statistics. A degree in any other field is not sufficient background to work with me.
The latest minor release of the forecast package has now been approved on CRAN and should be available in the next day or so.
Version 8.5 contains the following new features
Updated tsCV() to handle exogenous regressors. Reimplemented naive(), snaive(), rwf() for substantial speed improvements. Added support for passing arguments to auto.arima() unit root tests. Improved auto.arima() stepwise search algorithm (some neighbouring models were missed previously). We haven’t done a major release for two years, and there is unlikely to be another one now.