Description Usage Arguments Details Value References Examples

This function run the state-space equations for expansion infinite of moving average in processes LS-ARMA or LS-ARFIMA.

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`series` |
(type: numeric) univariate time series. |

`start` |
(type: numeric) numeric vector, initial values for parameters to run the model. |

`order` |
(type: numeric) vector corresponding to |

`ar.order` |
(type: numeric) AR polimonial order. |

`ma.order` |
(type: numeric) MA polimonial order. |

`sd.order` |
(type: numeric) polinomial order noise scale factor. |

`d.order` |
(type: numeric) |

`include.d` |
(type: numeric) logical argument for |

`m` |
(type: numeric) truncation order of the MA infinity process. By
default |

The model fit is done using the Whittle likelihood, while the generation of
innovations is through Kalman Filter.
Details about `ar.order, ma.order, sd.order`

and `d.order`

can be
viewed in `LS.whittle`

.

A list with:

`residuals ` |
standard residuals. |

`fitted_values ` |
model fitted values. |

`delta ` |
variance prediction error. |

For more information on theoretical foundations and estimation methods see \insertRefbrockwell2002introductionLSTS \insertRefpalma2007longLSTS \insertRefpalma2013estimationLSTS

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