R/arimapar.R

In RebeccaSalles/TSPred: Functions for Benchmarking Time Series Prediction

#' @title Get ARIMA model parameters.
#'
#' @description The function returns the parameters of an automatically fitted ARIMA model,
#' including non-seasonal and seasonal orders and drift.
#'
#' @details The ARIMA model whose adjusted parameters are presented is automatically
#' fitted by the \code{\link{auto.arima}} function in the forecast package. In
#' order to avoid drift errors, the function introduces an auxiliary regressor
#' whose values are a sequence of consecutive integer numbers starting from 1.
#' For more details, see the \code{\link{auto.arima}} function in the
#' \code{forecast} package.
#'
#' @param timeseries A vector or univariate time series which contains the
#' values used for fitting an ARIMA model.
#' @param na.action A function for treating missing values in
#' \code{timeseries}. The default function is \code{\link{na.omit}}, which
#' omits any missing values found in \code{timeseries}.
#' @param xreg A vector, matrix, data frame or times series of external
#' regressors used for fitting the ARIMA model.  It must have the same number
#' of rows as \code{timeseries}. Ignored if \code{NULL}.
#'
#' @return A numeric vector giving the number of AR, MA, seasonal AR and
#' seasonal MA coefficients, plus the period and the number of non-seasonal and
#' seasonal differences of the automatically fitted ARIMA model. It is also
#' presented the value of the fitted drift constant.
#'
#' @author Rebecca Pontes Salles
#' @references R.J. Hyndman and G. Athanasopoulos, 2013, Forecasting:
#' principles and practice. OTexts.
#' 
#' R.H. Shumway and D.S. Stoffer, 2010, Time Series Analysis and Its
#' Applications: With R Examples. 3rd ed. 2011 edition ed. New York, Springer.
#'
#' @name arimapar-deprecated
#' @usage arimapar(timeseries, na.action=stats::na.omit, xreg=NULL)
#' @seealso \code{\link{TSPred-deprecated}} \code{\link{arimaparameters}} \code{\link{arimapred}}
#' @keywords internal Deprecated ARIMA automatic fitting adjustment parameters
NULL

#' @rdname TSPred-deprecated
#' @section \code{arimapar}:
#' For \code{arimapar}, use \code{\link{arimaparameters}}.
#'
#' @export arimapar
arimapar <-
function(timeseries, na.action=stats::na.omit, xreg=NULL){
  if(is.null(timeseries)) stop("timeseries is required and must have positive length")
  .Deprecated("arimaparameters","TSPred")
  
  ts <- ts(na.action(timeseries))
  
  nobs <- length(ts)
  reg <- cbind(1:nobs,xreg)
  
  fit <- forecast::auto.arima(ts,xreg=ts(reg,start=1))
  
  ARIMAModelInfo <- TSPred::arimaparameters(fit)
  
  return (ARIMAModelInfo)
}