sarima_estimate: Estimate SARIMA Model

In palatej/rjd3toolkit: Utility Functions around 'JDemetra+ 3.0'

Estimate SARIMA Model

Description

Estimate SARIMA Model

Usage

sarima_estimate(
  x,
  order = c(0, 0, 0),
  seasonal = list(order = c(0, 0, 0), period = NA),
  mean = FALSE,
  xreg = NULL,
  eps = 1e-09
)

Arguments

x	a univariate time series.
order	vector specifying of the non-seasonal part of the ARIMA model: the AR order, the degree of differencing, and the MA order.
seasonal	specification of the seasonal part of the ARIMA model and the seasonal frequency (by default equals to frequency(x)). Either a list with components order and period or a numeric vector specifying the seasonal order (the default period is then used).
mean	should the SARIMA model include an intercept term.
xreg	vector or matrix of external regressors.
eps	precision.

Examples

y <- ABS$X0.2.09.10.M
sarima_estimate(y, order = c(0, 1, 1), seasonal = c(0, 1, 1))

palatej/rjd3toolkit documentation built on Oct. 30, 2024, 10:46 p.m.