arima.likelihood.plot: ARIMA Model Likelihood Plot

In wqmeeker/RTseries: Interactive Time Series Analysis Tools

ARIMA Model Likelihood Plot

Description

Provides a plot of the likelihood or one-dimensional profile likelihood for a specified ARIMA model and times series data object.

Usage

arima.likelihood.plot(
  data.tsd,
  model,
  param1 = list(1, seq(-0.99, 0.99, length = 10)),
  relative = FALSE,
  verbose = FALSE,
  my.title
)

Arguments

data.tsd	Time series data object.
model	Time series model.
param1	List containing the integer parameter number of the parameter and sequence of values at which the likelihood will be evaluated.
relative	If true, the relative likelihood is plotted instead of the log likelihood (default if FALSE)
verbose	Prints model coefficient values for each evaluation point; useful to debug estimation problems when doing a profile plot (when the number of parameters is greater than 1).
my.title	A title (or an empty character string) to replace the default title.

Value

Invisibly returns the information used to make the contour plot.

See Also

arima.contour.plot.

Examples

#ar1 model
arima.likelihood.plot(device.inventory.tsd, model = model.pdq(p = 1),
           list(1, seq(-0.5, .9999, length =50)))

#ar1 model zoom in
arima.likelihood.plot(device.inventory.tsd,model = model.pdq(p = 1),
           list(1, seq(0.5, .9999, length =50)), my.title='')

wqmeeker/RTseries documentation built on Dec. 31, 2022, 10 a.m.