manualparam_tsarima: To select manually the best ARIMA model for a specified time...
In unimi-dse/9768672c: Basic analysis of Tesla data about sales in Europe
Description
Usage
Arguments
Value
Examples
Description
This function allows to manually look for the best parameters for the
tailored ARIMA model for a specific time series and computing the resulting stationary ts.
Usage
1
manualparam_tsarima(ts, vct_param)
Arguments
ts
A univariate time series of class 'ts' object.
vct_param
A numeric vector with three integer components (p, d, q), which refers to
the AR order, the degree of differencing, and the MA order.
Value
A list object composed by an object of class 'forecast_ARIMA' , "ARIMA" and 'Arima' (first element)
and an object of class "ts" (second element).
Examples
1
2
3
dataset<-data.frame('something'=c(...))
dataset_ts<-ts(dataset, ...)
manualparam_tsarima(dataset_ts[,1])
unimi-dse/9768672c documentation built on Feb. 16, 2020, 5:45 a.m.
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Description Usage Arguments Value Examples
Description
This function allows to manually look for the best parameters for the tailored ARIMA model for a specific time series and computing the resulting stationary ts.
Usage
1 | manualparam_tsarima(ts, vct_param)
|
Arguments
ts |
A univariate time series of class 'ts' object. |
vct_param |
A numeric vector with three integer components (p, d, q), which refers to the AR order, the degree of differencing, and the MA order. |
Value
A list object composed by an object of class 'forecast_ARIMA' , "ARIMA" and 'Arima' (first element) and an object of class "ts" (second element).
Examples
1 2 3 | dataset<-data.frame('something'=c(...))
dataset_ts<-ts(dataset, ...)
manualparam_tsarima(dataset_ts[,1])
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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