arimaparameters: Get ARIMA model parameters
In TSPred: Functions for Benchmarking Time Series Prediction
Description
Usage
Arguments
Details
Value
Author(s)
References
See Also
Examples
View source: R/arimaparameters.R
Description
The function returns the parameters of a fitted ARIMA model, including
non-seasonal and seasonal orders and drift.
Usage
1
arimaparameters(fit)
Arguments
fit
An object of class "Arima" containing a fitted ARIMA model.
Details
The fit object could possibly be the result of
auto.arima or Arima of the
forecast package, or arima of the stats
package.
Value
A list 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 provided ARIMA model. The value of the fitted drift
constant is also presented.
Author(s)
Rebecca Pontes Salles
References
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.
See Also
Examples
1
2
data(SantaFe.A)
arimaparameters(forecast::auto.arima(SantaFe.A[,1]))
TSPred documentation built on Jan. 21, 2021, 5:10 p.m.
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Description Usage Arguments Details Value Author(s) References See Also Examples
View source: R/arimaparameters.R
Description
The function returns the parameters of a fitted ARIMA model, including non-seasonal and seasonal orders and drift.
Usage
1 | arimaparameters(fit)
|
Arguments
fit |
An object of class "Arima" containing a fitted ARIMA model. |
Details
The fit object could possibly be the result of
auto.arima or Arima of the
forecast package, or arima of the stats
package.
Value
A list 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 provided ARIMA model. The value of the fitted drift constant is also presented.
Author(s)
Rebecca Pontes Salles
References
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.
See Also
Examples
1 2 | data(SantaFe.A)
arimaparameters(forecast::auto.arima(SantaFe.A[,1]))
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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