sparse_arma: Sparse ARMA Model with Auto-Selected Coefficients

In chaosreader/stat_6550_group_project: This Package Prepares Data and Provides Analysis Tools for Non-Linear Time Series

Description

Sparse ARMA Model with Auto-Selected Coefficients

Usage

sparse_arma(x, p_max = 10, q_max = 10, pct_ci = 0.95, margin = 0)

Arguments

x	A time series object
p_max	The maximum number of coefficients for the AR part of the model
q_max	The maximum number of coefficients for the MA part of the model
pct_ci	What percentage of confidence interval to be used for coefficient consideration.
margin	An additional margin to increase sparsity.

Examples

data <- base_impute(bee.data[1:100], impute_col = "TOTAL_COUNT")
x <- data$IMPUTED_VALS
model <- sparse_arma(x)

chaosreader/stat_6550_group_project documentation built on Dec. 19, 2021, 3:01 p.m.