ARIMAestim: ARIMAestim

In UComp: Automatic Univariate Time Series Modelling of many Kinds

ARIMAestim

Description

Estimates and forecasts ARIMA models

Usage

ARIMAestim(m)

Arguments

m	an object of type ARIMA created with ARIMAforecast

Details

ARIMAestim estimates and forecasts a time series using an ARIMA model

Value

The same input object with the appropriate fields filled in, in particular:

p	Estimated parameters
yFor	Forecasted values of output
yForV	Variance of forecasted values of output
ySimul	Bootstrap simulations for forecasting distribution evaluation

Author(s)

Diego J. Pedregal

See Also

ARIMA, ARIMAforecast, ARIMAvalidate,

Examples

## Not run: 
m1 <- ARIMAsetup(log(gdp))
m1 <- ARIMAestim(m1)

## End(Not run)

UComp documentation built on April 4, 2025, 5:10 a.m.