R/showFit.R

In statmanrobin/ts343: Time Series Functions and Data for Stat 343

library(PolynomF)
library(stringr)

#' Formatting fitted ARIMA models
#'
#' @param model an object of class "arima". For example, model produced by the Arima() function
#' @param form the format in which the user wants to view the fitted ARIMA model. The default is "list" which returns a list of all characteristic polynomials present in the model. Other options for form include "fullList", "factor", "combined", "rhs"
#'
#' @return A list of polynomials or character string of a formatted fitted ARIMA model
#' @export
#'
showFit = function(model, form = "list"){

  S <- model$arma[5]
  d <- model$arma[6]
  D <- model$arma[7]

  delt = round(getdelta(model),3) #Getting the constant

  fit = polyChar(model) #runs the model through PolyChar

  # Polynomial multiplication for combined
  czt = fit[[1]]*fit[[2]]*fit[[3]]*fit[[4]]
  cat = fit[[5]]*fit[[6]]

  # Reading polynomial multiplication as strings
  sczt = as.character(fit[[1]]*fit[[2]]*fit[[3]]*fit[[4]])
  scat = as.character(fit[[5]]*fit[[6]])

  # Replaces all the X's with B's
  fczt = str_replace_all(sczt,"x", "B")
  fcat = str_replace_all(scat,"x", "B")

  #Option 1: Full List - Returns Polychar model
  if(form == "fullList"){
    return(print(fit, variable = "B"))
  }

  #Option 2: List - Returns list of polynomials that are present in the model
  if(form == "list"){

    newlist = list()

    if(delt != 0){
      for(i in 1:7){
        if(as.character(fit[[i]]) != "1"){
          newlist = append(newlist, fit[i])
        }
      }
    }else{
      for(i in 1:6){
        if(as.character(fit[[i]]) != "1"){
          newlist = append(newlist, fit[i])
        }
      }
    }

    return(print(newlist, variable = "B"))
  }

  # Option 3: factor - returns a string of characteristic polynomials from an ARIMA model that are in factored form
  if(form == "factor"){

    ar = paste0("(",fit[[1]],")")
    sar = paste0("(",fit[[2]],")")
    ma = paste0("(",fit[[5]],")")
    sma = paste0("(",fit[[6]],")")

    if(d < 2){
      diff = paste0("(", fit[[3]],")")
    } else{
      diff = paste0("(1 - B)^",d," ")
    }

    if(D < 2){
      sdiff = paste0("(", fit[[4]],")")
    }else{
      sdiff = paste0("(1 - B^",S,")^",D," ")
    }

    if(delt != 0){
      s = paste0(ar,sar,diff,sdiff,"Z_t =",delt,"+",ma,sma,"a_t")
    }else{
      s = paste0(ar,sar,diff,sdiff,"Z_t =",ma,sma,"a_t")
    }

    new = str_remove_all(s, "\\(1\\)" )
    new2 = str_replace_all(new,"x", "B")

    return(print(new2))
  }

  # Option 4: Combines all the polynomials on each side of the fitted model equation
  if(form == "combine"){

    if(delt != 0){
      return(print(paste0("(", fczt,") Z_t =",delt,"+(", fcat,")a_t")))
    }else{
      return(print(paste0("(", fczt,") Z_t = (", fcat,")a_t")))
    }

  }

  # Option 5: Moves the auto-regressive polynomial to the right side of the equals sign, in the form Z_t = ...
  if(form == "rhs"){

    rhsz = -1*czt + 1

    srhsz = as.character(rhsz)
    frhsz = str_replace_all(srhsz,"x", "B")

    if(delt != 0){
      return(print(paste0(" Z_t =",delt,"+(",frhsz,")Z_t + (", fcat,")a_t")))
    }else{
      return(print(paste0(" Z_t = (",frhsz,")Z_t + (", fcat,")a_t")))
    }

  }

}