iClick.ARIMA: iClick GUI for ARIMA

In iClick: A Button-Based GUI for Financial and Economic Data Analysis

Description

This GUI estimates ARIMA both with automatic lag selection and fixed lag length. The GUI is only only a GUI, but also a output format.

Usage

iClick.ARIMA(dat, AR = 1, MA = 1, n.ahead = 24, ic = "aic")

Arguments

dat	Time series object, xts.
AR	Pre-specified fixed AR order.
MA	Pre-specified fixed MA order.
n.ahead	Periods of out-of-sample forecast.
ic	Information criteria for lag selection,ic=c("aicc", "aic", "bic"). See auto.arima() of package forecast.

Details

This GUI fits two ARMA, fixed orders and automatically fitted orders, and returns a two-part GUI with output on it. The outputs can be saved as .RData file for later use, the last row is the save button.
The saved filename is automatically generated by selections and results; for example, .aicOrderARIMA_102.RData represents the automatically fits ARIMA(p,d,q) orders are ARIMA(1,0,2) by AIC.
Using load(".aicOrderARIMA_102.RData") to retrieve the file and ls() to list objects, and use names() to show details of objects.
The input returns data must be in percentage form; namely, dlog()*100

Value

Fitted ARMA regression output.

Author(s)

Ho Tsung-wu <[e-mail]>, College of Management, National Taiwan Normal University

See Also

arima() and auto.arima() of package forecast.

Examples

##External data
data("world20")
y=na.omit(diff(log(world20[,1])))

## Simulation data
#dat=rnorm(200,5,1)
#y=ts(dat, start = c(1970, 1), frequency = 12)

iClick.ARIMA(y)

#More
iClick.ARIMA(y,AR = 2, MA = 2, n.ahead = 12, ic = "bic")

iClick documentation built on May 1, 2019, 9:21 p.m.