View source: R/ARIMA-trellis.R

arma.loop | R Documentation |

Loop through a series of ARIMA models and display coordinated tables and diagnostic graphs. The complete example from the Heiberger and Teles article, also included in the Heiberger and Holland book, is illustrated.

```
arma.loop(x,
model, ## S-Plus
order, seasonal, ## R
series=deparse(substitute(x)), ...)
diag.arma.loop(z,
x=stop("The time series x is needed in S-Plus when p=q=0."),
lag.max = 36, gof.lag = lag.max)
rearrange.diag.arma.loop(z)
```

`x` |
Time series vector. In S-Plus, |

`model` |
A valid S-Plus |

`order` , `seasonal` |
A valid R |

`series` |
Character string describing the time series. |

`...` |
Additional arguments for |

`z` |
For |

`lag.max` |
Maximum lag for the acf and pacf plots. |

`gof.lag` |
Maximum lag for the gof plots. |

S-Plus and R have different functions, with different input argument names and different components in their value.

`arma.loop`

: `"arma.loop"`

object which is a matrix of
lists, each containing an arima model.

`diag.arma.loop`

: `"diag.arma.loop"`

object which is a
matrix of lists, each containing the standard diagnostics for one
arima model.

`rearrange.diag.arma.loop`

: List of matrices, each containing
all the values for a specific diagnostic measure collected from the
set of arima models.

Richard M. Heiberger (rmh@temple.edu)

"Displays for Direct Comparison of ARIMA Models" The American Statistician, May 2002, Vol. 56, No. 2, pp. 131-138. Richard M. Heiberger, Temple University, and Paulo Teles, Faculdade de Economia do Porto.

Heiberger, Richard M. and Holland, Burt (2015).
*Statistical Analysis and Data Display: An Intermediate Course with Examples in R*.
Second Edition.
Springer-Verlag, New York.
https://link.springer.com/book/10.1007/978-1-4939-2122-5

`tsdiagplot`

```
## see tsdiagplot for the example
```

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