SelectedSeries: Identified the Series with the Given Order

In SLBDD: Statistical Learning for Big Dependent Data

Identified the Series with the Given Order

Description

To be used after the command "SummaryModel". The input "M" must be an output from "SummaryModel". Selected time series of a given order (p,d,q).

Usage

SelectedSeries(M, order = c(1, 0, 1))

Arguments

M	Matrix that is an output from "SummaryModel" command, that is, M1, M2 or M3.
order	Specification of the non-seasonal part of the ARIMA model: the three integer components (p,d,q) are p the AR order, d the degree of differencing, and q the MA order. Default value is c(1, 0, 1).

Value

The number of series with the given order and the names of the resulting series.

Examples

data(TaiwanAirBox032017)
outputSummaryModel <- SummaryModel(TaiwanAirBox032017[,1:3])
SelectedSeries(outputSummaryModel$M1, order = c(2,0,0))

SLBDD documentation built on April 27, 2022, 5:08 p.m.