ucarima_model: Creates an UCARIMA model, which is composed of ARIMA models...

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

Creates an UCARIMA model, which is composed of ARIMA models with independent innovations.

Description

Creates an UCARIMA model, which is composed of ARIMA models with independent innovations.

Usage

ucarima_model(model = NULL, components, complements = NULL, checkmodel = FALSE)

Arguments

model	The reduced model. Usually not provided.
components	The ARIMA models representing the components
complements	Complements of (some) components. Usually not provided
checkmodel	When the model is provided and checkmodel is TRUE, we check that it indeed corresponds to the reduced form of the components; similar controls are applied on complements. Currently not implemented

Value

A list with the reduced model, the components and their complements

Examples

mod1 <- arima_model("trend", delta = c(1, -2, 1))
mod2 <- arima_model("noise", var = 1600)
hp <- ucarima_model(components = list(mod1, mod2))
print(hp$model)

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