arima.xts: ARIMA for xts Objects

In joshuaulrich/xtsExtra: Supplementary Functionality for xts

Description

Autoregressive Integrated Moving Average models for xts objects

Usage

## S3 method for class 'xts'
arima(x, ...)

Arguments

x	an xts object
...	additional arguments to be passed to the stats function which drives these methods.

Details

Currently little more than thin wrappers to stats::arima and stats::arima0 for xts objects. Will receive increased functionality going forward. See documentation of those functions for more information about the calculation mechanisms.

Value

An Arima or arima0 object as appropriate with the residuals coerced back to xts objects.

Author(s)

Michael Weylandt

Examples

# Hopefully we don't break this
example("arima","stats")
example("arima0","stats")

joshuaulrich/xtsExtra documentation built on May 19, 2019, 9:40 p.m.