arimax2: This is a quick fix of the original arimax function which...

In pwkraft/pmisc: Collection of Convenience Functions For R

Description

This is a quick fix of the original arimax function which works for the following cases: (0,0,0) model with transfer! with this function, no fixed parameters are possible! last change: 2013-10-01 by Patrick Original author of the arima function in R stats: Brian Ripley. The arimax function is based on the stats:::arima function, with modifications by Kung-Sik Chan.

Usage

arimax2(x, order = c(0, 0, 0), seasonal = list(order = c(0, 0, 0), period =
  NA), xreg = NULL, include.mean = TRUE, transform.pars = TRUE,
  fixed = NULL, init = NULL, method = c("CSS-ML", "ML", "CSS"), n.cond,
  optim.control = list(), kappa = 1e+06, io = NULL, xtransf,
  transfer = NULL)

pwkraft/pmisc documentation built on May 26, 2019, 11:34 a.m.