msarima-methods: Methods for msarima Objects

In msarima: Multi-Seasonal ARIMA Models

Methods for msarima Objects

Description

Methods for extracting information from and displaying fitted multi-seasonal ARIMA models.

Usage

## S3 method for class 'msarima'
print(x, ...)

## S3 method for class 'msarima'
summary(object, ...)

## S3 method for class 'summary_msarima'
print(x, digits = 4, signif.stars = TRUE, ...)

## S3 method for class 'msarima'
coef(object, ...)

## S3 method for class 'msarima'
fitted(object, ...)

## S3 method for class 'msarima'
residuals(object, ...)

## S3 method for class 'msarima'
logLik(object, ...)

## S3 method for class 'msarima'
AIC(object, ...)

## S3 method for class 'msarima'
BIC(object, ...)

Arguments

x, object	An object of class "msarima".
...	Additional arguments (currently not used).
digits	Number of digits to display. Default is 4.
signif.stars	Logical; if TRUE, significance stars are printed. Default is TRUE.

Details

print

Prints a concise summary of the fitted model including coefficients and information criteria.

summary

Produces a detailed summary including coefficient estimates, standard errors, z-values, and p-values.

coef

Extracts the estimated model coefficients.

fitted

Extracts the fitted values.

residuals

Extracts the model residuals.

logLik

Extracts the log-likelihood value.

AIC

Calculates the Akaike Information Criterion.

BIC

Calculates the Bayesian Information Criterion.

Value

print

Returns the input object invisibly.

summary

Returns an object of class "summary_msarima" containing:

• call: The matched call.

• series: Name of the time series.

• order: Non-seasonal ARIMA order.

• seasonal: List of seasonal orders (P, D, Q), one vector per seasonal component.

• seasonal.period: Vector of seasonal periods.

• coefficients: Matrix with estimates, standard errors, z-values, and p-values.

• sigma2: Estimated innovation variance.

• loglik: Log-likelihood of the fitted model.

• aic: Akaike Information Criterion.

• bic: Bayesian Information Criterion.

• aicc: Corrected Akaike Information Criterion.

• nobs: Number of observations in the original series.

• n.used: Number of observations used in estimation.

• method: Character string describing the fitted model, e.g. "mSARIMA(1,0,0)(1,0,0)[4]".

• convergence: Convergence code from optimization.

coef

A named numeric vector of coefficients.

fitted

A time series object of fitted values.

residuals

A time series object of residuals.

logLik

An object of class "logLik".

AIC

The AIC value.

BIC

The BIC value.

See Also

msarima

Examples

# Fit a model
set.seed(123)
y <- msarima.sim(nsim = 200,
                 order = c(1, 0, 0),
                 seasonal = list(c(1, 0, 0), c(0, 0, 1)),
                 seasonal.period = c(4, 11),
                 ar = c(0.5, 0.5), ma = 0.3, sigma2 = 1)

fit <- msarima(y, order = c(1, 0, 0),
               seasonal = list(c(1, 0, 0), c(0, 0, 1)),
               seasonal.period = c(4, 11))

# Use methods
print(fit)
summary(fit)
coef(fit)
head(fitted(fit))
head(residuals(fit))
logLik(fit)
AIC(fit)
BIC(fit)

msarima documentation built on Nov. 12, 2026, 5:11 p.m.