update.Arima: Refit an ARIMA Model on a Subset of the Time Series

In HIDDA/forecasting: Forecasting Based on Surveillance Data

Refit an ARIMA Model on a Subset of the Time Series

Description

There seems to be no function in package forecast (as of version 8.2) to re-estimate an ARIMA model on a subset of the original time series. This update method does exactly that.

Usage

## S3 method for class 'Arima'
update(object, subset, ...)

Arguments

object	an object of class "Arima", e.g., from forecast::auto.arima().
subset	an integer vector selecting part of the original time series (and external regressors).
...	further arguments to be passed to arima().

Value

the updated model.

Author(s)

Sebastian Meyer

HIDDA/forecasting documentation built on Jan. 11, 2024, 1:11 a.m.