sarima.f | R Documentation |
Function used internally to compute forecasts.
sarima.f(past = numeric(length(ar)), n = max(2 * length(past), 12),
ar = numeric(0), ma = numeric(0), intercept = 0,
pasteps = numeric(length(ma)), trend = numeric(n))
past |
past values of the time series. |
n |
number of forecasts to generate. |
ar |
ar coefficients. |
ma |
ma coefficients. |
intercept |
intercept. |
pasteps |
past values of the innovations. |
trend |
trend. |
Computes predictions using the specified parameters and past values.
ar
and ma
are the coefficients of the fully expanded
polynomials of a SARIMA mmodel.
numeric vector
Georgi N. Boshnakov
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