select_arma: Run Model Selection Criteria on ARIMA 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 ARIMA with the mean or not

d.min

Lowest difference of data to take

d.max

Highest difference of data to take

Author(s)

James Balamuta


SMAC-Group/simts documentation built on Feb. 21, 2018, 3:34 p.m.