estimate_arima: Estimate auto arima model on multivariate time series
In bdemeshev/torro:

estimate_arima returns a list of estimated arima model

1	estimate_arima(y, ...)

`y`	multivariate time series
`...`	further arguments passed to `auto.arima` function

Just a wrapper for auto.arima function from forecast package.

list of estimated arima models

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data(rus_macro)
y_small <- rus_macro[, c("cpi", "employment", "m2")]
arima_model <- estimate_arima(y_small)

bdemeshev/torro documentation built on May 21, 2019, 8:36 a.m.

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