sarima_params | R Documentation |
Tuning Parameters for SARIMA Models
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) markov_chains(range = c(0L, 8L), trans = NULL) adapt_delta(range = c(0, 1), trans = NULL) tree_depth(range = c(0L, 100L), trans = NULL)
range |
A two-element vector holding the defaults for the smallest and largest possible values, respectively. |
trans |
A |
The main parameters for SARIMA 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.
markov_chains
: The number of markov chains.
adapt_delta
: The thin of the jumps in a HMC method
tree_depth
: Maximum depth of the trees
A parameter
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non_seasonal_ar() non_seasonal_differences() non_seasonal_ma()
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