Description Usage Arguments Value Examples
This function predicts future values using ARIMA and GARCH models.
1 2 3 | Prognosis_ARIMA(data, maxp = 5, maxq = 5, maxd = 2, tendtomean = FALSE,
forecastLength = NULL, forecastConfidence = 50, outlierTolerance = 2,
detailed = FALSE)
|
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 |
A list consisting of a plot, a model, and predictions
1 2 3 4 5 | exampledata <- GenerateSeriesToCutoff(100, .01, .005, 200, 100)
Prognosis_output <- Prognosis_ARIMA(exampledata)
Prognosis_output$Plot
Prognosis_output$Model
Prognosis_output$Table
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