arimaUI: ARIMA parameter picker

In YvesCR/arimaUI: shiny gadget to pick arima parameter

Description

Gadget allowing to choose easily the parameter of an ARIMA model. Some help to the decision making process is displayed as wikipedia link

Usage

arimaUI(ts.ar)

Arguments

ts.ar

A time series

Value

The function open a viewer panel. It allows to choose the arima parameters. The value returned is a list with the arima parameter and the coefficients of a fit of the time serie.

Note

The Ljung-Box tab panel come from an article of http://alstatr.blogspot.co.uk/. It had been kindly made available by @alstated.

Examples

sim.ts <- arima.sim(
n = 500,
model = list(
  order = c(1, 0, 2),
  ar = 0.8
, ma = c(0.2, 0.5)
))

list.res <- arimaUI(sim.ts)

# comparison of manual selection with automatic one
library(forecast)
auto.arima(sim.ts)

YvesCR/arimaUI documentation built on May 10, 2019, 1:55 a.m.