arimapar-deprecated: Get ARIMA model parameters.
In TSPred: Functions for Benchmarking Time Series Prediction

Description Usage Arguments Details Value Author(s) References See Also

The function returns the parameters of an automatically fitted ARIMA model, including non-seasonal and seasonal orders and drift.

1	arimapar(timeseries, na.action=stats::na.omit, xreg=NULL)

`timeseries`	A vector or univariate time series which contains the values used for fitting an ARIMA model.
`na.action`	A function for treating missing values in `timeseries`. The default function is `na.omit`, which omits any missing values found in `timeseries`.
`xreg`	A vector, matrix, data frame or times series of external regressors used for fitting the ARIMA model. It must have the same number of rows as `timeseries`. Ignored if `NULL`.

The ARIMA model whose adjusted parameters are presented is automatically fitted by the auto.arima function in the forecast package. In order to avoid drift errors, the function introduces an auxiliary regressor whose values are a sequence of consecutive integer numbers starting from 1. For more details, see the auto.arima function in the forecast package.

A numeric vector giving the number of AR, MA, seasonal AR and seasonal MA coefficients, plus the period and the number of non-seasonal and seasonal differences of the automatically fitted ARIMA model. It is also presented the value of the fitted drift constant.

Rebecca Pontes Salles

R.J. Hyndman and G. Athanasopoulos, 2013, Forecasting: principles and practice. OTexts.

R.H. Shumway and D.S. Stoffer, 2010, Time Series Analysis and Its Applications: With R Examples. 3rd ed. 2011 edition ed. New York, Springer.

TSPred-deprecated arimaparameters arimapred

TSPred documentation built on Jan. 21, 2021, 5:10 p.m.