select_arma: Run Model Selection Criteria on ARMA Models

Description Usage Arguments Author(s)

View source: R/model_selection.R

Description

Performs model fitting and calculates model selection criteria

Usage

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select_arma(xt, p.min = 0L, p.max = 5L, q.min = 0L, q.max = 5L,
  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

q.min

Lowest Order MA(Q) process to search

q.max

Highest Order MA(Q) process to search

include.mean

A boolean indicating whether to fit ARMA with the mean or not

Author(s)

James Balamuta and Stéphane Guerrier


SMAC-Group/simts documentation built on July 23, 2018, 1:15 a.m.