AEDForecasting (version 0.10.0)

cpi: CPI Function

Description

Incorporate change point analysis in ARIMA forecasting

Usage

cpi(myts, startChangePoint = 1, endChangePoint = 0, step = 1, num = 15, cpmeth = "BinSeg", CPpenalty = "SIC", showModel = FALSE)

Arguments

myts

a time series object

startChangePoint

a positive integer for minimum number of changepoints

endChangePoint

a positive integer for maximum number of change points. If 0 then only startChangePoint number of change points will be entered. Should be either 0 or greater than startChangePoint and if so the algorithm will loop through all values inbetween subject to step

step

an integer to step through loop of change points

num

Bump model number (see below)

cpmeth

changepoint method. Default is BinSeg. See cpa package for details

CPpenalty

default is SIC. See cpa package for details

showModel

default is False, if True shows all models for all changepoints, if an integer all models for that changepoint, if a string all changepoints for that model

Value

A data frame with all the results from analysis