arima_ts: Make forecasts using AR / ARIMA

In weecology/MATSS-forecasting: Analysis and Synthesis of Forecasting Ecological Time Series

Description

arima_ts fits an arima model using arima

arfima_ts fits a step-wise fractionally differenced auto-arima using arfima

autoarima_one_step uses auto.arima to fit an ARIMA model and make a single one-step forecast.

arfima_one_step uses arfima to fit an fractionally-differentiated ARIMA model and make a single one-step forecast.

Usage

arima_ts(timeseries, num_ahead = 5, level = 95, order = c(1, 0, 0))

arfima_ts(timeseries, num_ahead = 5, level = 95)

autoarima_one_step(timeseries, level = 95, ...)

arfima_one_step(timeseries, level = 95, ...)

Arguments

timeseries	the time series to forecast
num_ahead	the number of points at the end of the time series to forecast
level	Confidence level for prediction intervals.
order	A specification of the non-seasonal part of the ARIMA model: the three integer components (p, d, q) are the AR order, the degree of differencing, and the MA order.
...	arguments to pass to fun

Value

a data.frame of the mean forecasts, the observed values, and the lower and upper CI levels (if an error occurs, then just NA values)

weecology/MATSS-forecasting documentation built on Nov. 28, 2020, 10:19 a.m.