EstemPMM (version 0.1.1)

compare_ts_methods: Compare PMM2 with classical time series estimation methods

Description

Compare PMM2 with classical time series estimation methods

Usage

compare_ts_methods(
  x,
  order,
  model_type = c("ar", "ma", "arma", "arima"),
  include.mean = TRUE,
  pmm2_args = list()
)

Value

A named list containing the fitted objects for each estimation approach (e.g., YW/OLS/MLE or CSS/ML alongside PMM2) plus two data frames: coefficients (side-by-side parameter estimates) and residual_stats (residual RSS, MAE, skewness, and kurtosis).

Arguments

x

Numeric vector of time series data

order

Model order specification (see ts_pmm2 for format)

model_type

Model type: "ar", "ma", "arma", or "arima"

include.mean

Logical, whether to include intercept term

pmm2_args

List of additional arguments to pass to ts_pmm2()