Prognosis_ARIMA: Prognosis_ARIMA

Description Usage Arguments Value Examples

Description

This function predicts future values using ARIMA and GARCH models.

Usage

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Prognosis_ARIMA(data, maxp = 5, maxq = 5, maxd = 2, tendtomean = FALSE,
  forecastLength = NULL, forecastConfidence = 50, outlierTolerance = 2,
  detailed = FALSE)

Arguments

data

Input data, as a vector

maxp

Maximum number of AR terms

maxq

Maximum number of MA terms

maxd

Maximum number of differencing

tendtomean

Chooses whether or not to include a mean in the ARIMA model

forecastLength

number of points to forecast - default is .2 of the input's length

forecastConfidence

Level for plotted and output confidence interval

outlierTolerance

Allowable number of IQRs' away from the first or third quartile for a point to not be considered an outlier. Higher numbers result in fewer outliers.

detailed

Allows for more detailed output, where applicable. Defaults to FALSE

Value

A list consisting of a plot, a model, and predictions

Examples

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exampledata <- GenerateSeriesToCutoff(100, .01, .005, 200, 100)
Prognosis_output <- Prognosis_ARIMA(exampledata)
Prognosis_output$Plot
Prognosis_output$Model
Prognosis_output$Table

grieman/grieman documentation built on May 17, 2019, 8:36 a.m.