sarima.model: Seasonal ARIMA model (Box-Jenkins)

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

Seasonal ARIMA model (Box-Jenkins)

Description

Seasonal ARIMA model (Box-Jenkins)

Usage

sarima.model(
  name = "sarima",
  period,
  phi = NULL,
  d = 0,
  theta = NULL,
  bphi = NULL,
  bd = 0,
  btheta = NULL
)

Arguments

name	Name of the model.
period	Period of the model.
phi	Coefficients of the regular auto-regressive polynomial (1 + phi(1)B + phi(2)B + ...). True signs.
d	Regular differencing order.
theta	Coefficients of the regular moving average polynomial (1 + theta(1)B + theta(2)B + ...). True signs.
bphi	Coefficients of the seasonal auto-regressive polynomial. True signs.
bd	Seasonal differencing order.
btheta	Coefficients of the seasonal moving average polynomial. True signs.

Value

a "JD3_SARIMA" model.

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