select_arima: Run Model Selection Criteria on ARIMA Models

In SMAC-Group/exts: Experimental Features for Time Series

Description

Performs model fitting and calculates model selection criteria

Usage

select_arima(xt, p.min = 0L, p.max = 5L, d.min = 0L, d.max = 2L,
  q.min = 0L, q.max = 5L, include.mean = TRUE)

select_arma(xt, p.min = 0L, p.max = 5L, q.min = 0L, q.max = 5L,
  include.mean = TRUE)

select_ar(xt, p.min = 1L, p.max = 5L, include.mean = TRUE)

select_ma(xt, q.min = 1, q.max = 10, include.mean = TRUE)

Arguments

xt	A data set
p.min	Lowest Order AR(P) process to search
p.max	Highest Order AR(P) process to search
d.min	Lowest difference of data to take
d.max	Highest difference of data to take
q.min	Lowest Order MA(Q) process to search
q.max	Highest Order MA(Q) process to search
include.mean	Fit ARIMA with the mean or not?

SMAC-Group/exts documentation built on May 9, 2019, 11:15 a.m.