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DIMORA (version 0.2.0)

SARMAX.refinement: SARMAX refinement of a Dimora model.

Description

This function allows to refine results obtained with a model of the Dimora class through a SARIMAX model, (Guseo et. al., 2007). The function predict_SARMAX.refinement is aviable for this procedure.

Usage

SARMAX.refinement(fit,arima_order,seasonal_order,period=1,display=F)

Arguments

fit

Object of classDimora, i.e. BASS.generalized, codeBASS.standard or codeGG.model.

arima_order

Non-seasonal part of the SARIMA model

seasonal_order

Seasonal part of the SARIMA model

period

Period of the seasonal part of the ARIMA model. Default value is 1 (daily data).

display

Logical "T" and "F", "T" for some graphs to be shown

Author

Zanghi Federico federico.zanghi.11@gmail.com

See Also

BASS.standard

BASS.standard.generator

BASS.plot

make.instantaneous

GG.model

predict_SARMAX.refinement

UCRCD