ide: Identification plots

In tfarima: Transfer Function and ARIMA Models

Identification plots

Description

ide displays graphs useful to identify a tentative ARIMA model for a time series.

Usage

ide(
  Y,
  transf = list(),
  order.polreg = 0,
  lag.max = NULL,
  lags.at = NULL,
  freq.at = NULL,
  wn.bands = TRUE,
  graphs = c("plot", "acf", "pacf"),
  set.layout = TRUE,
  byrow = TRUE,
  main = "",
  envir = NULL,
  ...
)

Arguments

Y	Univariate or multivariate time series.
transf	Data transformations, list(bc = F, d = 0, D = 0, S = F), where bc is the Box-Cox logarithmic transformation, d and D are the number of nonseasonal and seasonal differences, and S is the annual sum operator.
order.polreg	an integer indicating the order of a polynomial trend.
lag.max	number of autocorrelations.
lags.at	the lags of the ACF/PACF at which tick-marks are to be drawn.
freq.at	the frequencies of the (cum) periodogram at at which tick-marks are to be drawn.
wn.bands	logical. If TRUE confidence intervals for sample autocorrelations are computed assuming a white noise series.
graphs	graphs to be shown: plot, hist, acf, pacf, pgram, cpgram (cummulative periodogram), rm (range-median).
set.layout	logical. If TRUE the layout is set by the function, otherwise it is set by the user.
byrow	logical. If TRUE the layout is filled by rows, otherwise it is filled by columns.
main	title of the graph.
envir	environment in which the function arguments are evaluated. If NULL the calling environment of this function will be used.
...	additional arguments.

Examples

Y <- AirPassengers
ide(Y, graphs = c("plot", "rm"))
ide(Y, transf = list(list(bc = TRUE, S = TRUE), list(bc = TRUE, d = 1, D = 1)))

tfarima documentation built on May 20, 2022, 5:06 p.m.