sarima_model: Seasonal ARIMA model (Box-Jenkins)

In palatej/rjd3toolkit: Utility Functions around '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_1B + \phi_2B + ...). True signs.
d	regular differencing order.
theta	coefficients of the regular moving average polynomial (1 + \theta_1B + \theta_2B + ...). 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/rjd3toolkit documentation built on Oct. 30, 2024, 10:46 p.m.