arima_params: Tuning Parameters for ARIMA Models

arima_paramsR Documentation

Tuning Parameters for ARIMA Models

Description

Tuning Parameters for ARIMA Models

Usage

non_seasonal_ar(range = c(0L, 5L), trans = NULL)

non_seasonal_differences(range = c(0L, 2L), trans = NULL)

non_seasonal_ma(range = c(0L, 5L), trans = NULL)

seasonal_ar(range = c(0L, 2L), trans = NULL)

seasonal_differences(range = c(0L, 1L), trans = NULL)

seasonal_ma(range = c(0L, 2L), trans = NULL)

Arguments

range

A two-element vector holding the defaults for the smallest and largest possible values, respectively.

trans

A trans object from the scales package, such as scales::log10_trans() or scales::reciprocal_trans(). If not provided, the default is used which matches the units used in range. If no transformation, NULL.

Details

The main parameters for ARIMA models are:

  • non_seasonal_ar: The order of the non-seasonal auto-regressive (AR) terms.

  • non_seasonal_differences: The order of integration for non-seasonal differencing.

  • non_seasonal_ma: The order of the non-seasonal moving average (MA) terms.

  • seasonal_ar: The order of the seasonal auto-regressive (SAR) terms.

  • seasonal_differences: The order of integration for seasonal differencing.

  • seasonal_ma: The order of the seasonal moving average (SMA) terms.

Examples

non_seasonal_ar()

non_seasonal_differences()

non_seasonal_ma()



modeltime documentation built on June 8, 2022, 1:07 a.m.