arma.model: Definition of an ARMA model.

Description Usage Arguments Value Author(s) See Also Examples

Description

ARMA.model defines an ARMA model as input for the argument user of tsgui

Usage

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ARMA.model(p.max=3, q.max=3)	  

Arguments

p.max,q.max

non-negative integer. Any ARMA(p,q) model can be modelled in the gui with p <=p.max and q <=q.max. Note that p.max + q.max should not be larger than 6. Otherwise gui cannot manage the abundance of parameters.

Value

A list of parameters is returned.

Author(s)

Martin Schlather, schlather@math.uni-mannheim.de

See Also

tsgui, GARCH.model

Examples

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  if (interactive())
    tsgui(user=list(AR=ARMA.model(p.max=5, q.max=0)),
          included.models = "ARMA")

tsgui documentation built on May 2, 2019, 3:10 p.m.

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