arima.model: ARIMA Model

In palatej/rjd3modelling: Time Series Modelling Functions with 'JDemetra+ 3.0'

ARIMA Model

Description

ARIMA Model

Usage

arima.model(name = "arima", ar = 1, delta = 1, ma = 1, variance = 1)

Arguments

name	Name of the model.
ar	Coefficients of the regular auto-regressive polynomial (1 + ar(1)B + ar(2)B + ...). True signs.
delta	The non stationary auto-regressive polynomial.
ma	Coefficients of the regular moving average polynomial (1 + ma(1)B + ma(2)B + ...). True signs.
variance	the innovation variance.

Value

a "JD3_ARIMA" model.

palatej/rjd3modelling documentation built on Jan. 3, 2023, 10:19 p.m.