SARMAX.refinement: SARMAX refinement of a 'Dimora' model.

In federicozanghi/DIMORA: Diffusion Models R Analysis

Description

This function allows to refine results obtained with a model of the Dimora class through a SARIMAX model, (Guseo et. al., 2007). The function predict_SARMAX.refinement is aviable for this procedure.

Usage

SARMAX.refinement(fit,arima_order,seasonal_order,period=1,display=F)

Arguments

fit	Object of classDimora, i.e. BASS.generalized, codeBASS.standard or codeGG.model.
arima_order	Non-seasonal part of the SARIMA model
seasonal_order	Seasonal part of the SARIMA model
period	Period of the seasonal part of the ARIMA model. Default value is 1 (daily data).
display	Logical "T" and "F", "T" for some graphs to be shown

Author(s)

Zanghi Federico [e-mail]

See Also

BASS.standard

BASS.standard.generator

BASS.plot

make.instantaneous

GG.model

predict_SARMAX.refinement

UCRCD

federicozanghi/DIMORA documentation built on Nov. 6, 2021, 2:32 a.m.