sarima_estimate | R Documentation |
Estimate SARIMA Model
sarima_estimate(
x,
order = c(0, 0, 0),
seasonal = list(order = c(0, 0, 0), period = NA),
mean = FALSE,
xreg = NULL,
eps = 1e-09
)
x |
an univariate time series (class Ts object). |
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 |
mean |
should the SARIMA model include an intercept term. |
xreg |
vector or matrix of external regressors. |
eps |
precision. |
An object of class JD3_SARIMA_ESTIMATE
containing:
the estimated parameters,
the raw data,
the regressors,
the standard errors,
the log-likelihood (with the number of observations, the number of effective observations, the number of parameters, the log-likelihood, the adjusted log-likelihood, the AIC, the AICC, the BIC, the BICC, and the sum of squares),
the residuals,
the orders of the model.
y <- ABS$X0.2.09.10.M
sarima_estimate(y, order = c(0, 1, 1), seasonal = c(0, 1, 1))
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