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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