arima: ARIMA Modelling of Time Series

In Fuzzy-Logix/AdapteR: Converts R syntax to SQL to provide fast analytics using in-database C++ library DB Lytix.

Description

Fit an ARIMA model to a univariate time series.

Usage

arima(object, ...)

Arguments

object	FLVector
order	A specification of the non-seasonal part of the ARIMA model: the three integer components (p, d, q) are the AR order, the degree of differencing, and the MA order.

Details

Different definitions of ARMA models have different signs for the AR and/or MA coefficients. The definition used here has X[t] = a[1]X[t-1] +…+ a[p]X[t-p] + e[t] + b[1]e[t-1] +…+ b[q]e[t-q]

Value

An object of class "FLArima" containing the coefficient and intercept details.

Examples

x<-rnorm(1000)
flv<-as.FLVector(x)
flobj<-arima(object = flv, order=c(3,0,0))

Fuzzy-Logix/AdapteR documentation built on May 6, 2019, 5:07 p.m.