marimapar: Get parameters of multiple ARIMA models.

In TSPred: Functions for Benchmarking Time Series Prediction

Get parameters of multiple ARIMA models.

Description

The function returns the parameters of a set of automatically fitted ARIMA models, including non-seasonal and seasonal orders and drift. Based on multiple application of the arimapar function.

Usage

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

Arguments

timeseries	A vector, matrix, or data frame which contains a set of time series used for fitting ARIMA models. Each column corresponds to one time series.
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 all the ARIMA models. It must have the same number of rows as TimeSeries. Ignored if NULL.

Details

See the arimapar function.

Value

A list of numeric vectors, each one 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 models. It is also presented the value of the fitted drift constants.

References

See the arimapar function.

See Also

arimapar, arimapred, marimapred

TSPred documentation built on June 11, 2025, 1:07 a.m.