ARIMAbuilder: ARIMA/SARIMA model builder

In MathiasVendt/TSAIB: Time Series Analysis and Intermission Bias

ARIMA/SARIMA model builder

Description

Lists the top 5 estimated ARIMA/SARIMA models of the form: ARIMA(p,d,q)x(P,D,Q), based on specified parameter values and ranges

Usage

ARIMAbuilder(TS, date, p = 1, d = 1, q = 1, P = 1, D = 1, Q = 1, S = 12)

Arguments

TS	The time series to build the models upon (remember to transform before using this function!)
date	The date vector
p	The maximum AR value, estimated from plot analysis
d	The fixed differencing, often 0, 1 or 2
q	The maximum MA value, estimated from plot analysis
P	The maximum seasonal AR value, estimated from plot analysis
D	The fixed seasonal differencing, often 0, 1 or 2
Q	The maximum seasonal MA value, estimated from plot analysis
S	The seasonality/period of the seasonal differencing

Value

list of top 5 ARIMA/SARIMA models

MathiasVendt/TSAIB documentation built on May 4, 2022, 11:34 p.m.