Description Usage Arguments Details Value Examples
Fit an ARIMA model to a univariate time series.
1 |
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. |
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]
An object of class "FLArima" containing the coefficient and intercept details.
1 2 3 | x<-rnorm(1000)
flv<-as.FLVector(x)
flobj<-arima(object = flv, order=c(3,0,0))
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