ts.non.seas.model: Model fit of non seasonal time series

In okgreece/TimeSeries.OBeu: Time Series Analysis 'OpenBudgets.eu'

Description

Model fit of non seasonal time series

Usage

ts.non.seas.model(tsdata, x.ord = NULL, tojson = FALSE)

Arguments

tsdata	The input univariate non seasonal time series data
x.ord	An integer vector of length 3 specifying the order of the Arima model
tojson	If TRUE the results are returned in json format, default returns a list

Details

Model fit of non seasonal time series using arima models of non seasonal time series data. The model with the lowest AIC value is selected for forecasts.

Value

A list with the following components:

• model.summary:

  • ts_model The summary model details returned as Arima object for internal use in ts.analysis function

• model:

  • ts_model:

  • arima.order The Arima order

  • arima.coef A vector of AR, MA and regression coefficients

  • arima.coef.se The standard error of the coefficients

• residuals: The residuals of the model (fitted innovations)

• compare:

  • variance.coef The matrix of the estimated variance of the coefficients

  • resid.variance The MLE of the innovations variance

  • not.used.obs The number of not used observations for the fitting

  • used.obs the number of used observations for the fitting

  • loglik The maximized log-likelihood (of the differenced data), or the approximation to it used

  • aic The AIC value corresponding to the log-likelihood

  • bic The BIC value corresponding to the log-likelihood

  • aicc The second-order Akaike Information Criterion corresponding to the log-likelihood

Author(s)

Kleanthis Koupidis

See Also

ts.analysis, Arima

Examples

ts.non.seas.model(Athens_draft_ts)

okgreece/TimeSeries.OBeu documentation built on Sept. 7, 2021, 7:21 p.m.