model.pdq: Specify an ARIMA Model

In wqmeeker/RTseries: Interactive Time Series Analysis Tools

Specify an ARIMA Model

Description

Provides a simple method to specify an ARIMA model that can be used with the esti function. Defaults for the following six arguments is 0.

Usage

model.pdq(p = 0, d = 0, q = 0, P = 0, D = 0, Q = 0, period = NULL)

Arguments

p	The order of the nonseasonal AR polynomial in the model.
d	The number of nonseasonal differences.
q	The order of the nonseasonal MA polynomial in the model.
P	The order of the seasonal AR polynomial in the model.
D	The number of seasonal differences.
Q	The order of the seasonal MA polynomial in the model.
period	Optional parameter to allow specification of the seasonal period. If not specified, the seasonal period will be inferred from the time series data object that is specified to the esti function.

Examples

# An AR(3) model
ar3.model <- model.pdq(p=3)
ar3.model

# The 'airline model'
airline.model <- model.pdq(period=12,d=1,D=1,q=1,Q=1)
airline.model

# The trivial model
trivial.model <- model.pdq()
trivial.model

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