tsb: tsb

In cugliari/enercast: Electrical energy forecast tools

Description

Time series benchmark

Usage

tsb(yt, p = 1, d = 1, q = 1, P1 = 1, D1 = 0, Q1 = 1, P2 = 0,
  D2 = 1, Q2 = 1, s1 = 24, s2 = 168, k = 200)

Arguments

yt	load data sequence. type numeric.
p	AR order. type numeric.
d	Degree of differencing. type numeric.
q	MA order. type numeric.
P1	AR order. type numeric.
D1	Degree of differencing. type numeric.
Q1	MA order. type numeric.
P2	AR order. type numeric.
D2	Degree of differencing. type numeric.
Q2	MA order. type numeric.
s1	Seasonal frequencies. type numeric.
s2	Seasonal frequencies. type numeric.
k	number of lags

Value

A list with ARIMA estimated model

ar

(reg=ar,est1=AR1,est2=AR2)

ma

(reg=ma,est1=MA1,est2=MA2)

d

(d,D1,D2)

frec

dif

iter

data

load data

Author(s)

Jairo Cugliari, Andres Castrillejo, Fernando Massa, Ignacio Ramirez

References

Brockwell, P.J.and Davis, R.A. 1991 Time Series: theory and methods 2nd ed. Springer.

See Also

predict.tsb

cugliari/enercast documentation built on Sept. 15, 2019, 10:13 a.m.