Description Usage Arguments Value Author(s) References See Also
Time series benchmark
1 2 |
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 |
A list with ARIMA estimated model
(reg=ar,est1=AR1,est2=AR2)
(reg=ma,est1=MA1,est2=MA2)
(d,D1,D2)
load data
Jairo Cugliari, Andres Castrillejo, Fernando Massa, Ignacio Ramirez
Brockwell, P.J.and Davis, R.A. 1991 Time Series: theory and methods 2nd ed. Springer.
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