# arma.loop

From HH v2.3-42
by Richard Heiberger

##### Loop through a series of ARIMA models and display coordinated tables and diagnoastic graphs.

Loop through a series of ARIMA models and display coordinated tables and diagnostic graphs. The complete example from the Heiberger and Teles article, also included in the Heiberger and Holland book, is illustrated.

##### Usage

```
arma.loop(x,
model, ## S-Plus
order, seasonal, ## R
series=deparse(substitute(x)), ...)
diag.arma.loop(z,
x=stop("The time series x is needed in S-Plus when p=q=0."),
lag.max = 36, gof.lag = lag.max)
rearrange.diag.arma.loop(z)
```

##### Arguments

- x
- Time series vector. In S-Plus,
`x`

must be an`"rts"`

. - model
- A valid S-Plus
`model`

for#ifndef S-Plus`arima.mle`

. #endif #ifdef S-Plus`arima.mle`

. #endif - order, seasonal
- A valid R
`order`

and`seasonal`

for#ifndef S-Plus`arima`

. #endif #ifdef S-Plus`arima`

. #endif - series
- Character string describing the time series.
- ...
- Additional arguments for
`arima.mle`

or`arima`

. - z
- For
`diag.arma.loop`

, an "arma.loop" object. For`rearrange.diag.arma.loop`

, an "diag.arma.loop" object. - lag.max
- Maximum lag for the acf and pacf plots.
- gof.lag
- Maximum lag for the gof plots.

##### Details

S-Plus and R have different functions, with different input argument names and different components in their value.

##### Value

`arma.loop`

:`"arma.loop"`

object which is a matrix of lists, each containing an arima model.`diag.arma.loop`

:`"diag.arma.loop"`

object which is a matrix of lists, each containing the standard diagnostics for one arima model.`rearrange.diag.arma.loop`

: List of matrices, each containing all the values for a specific diagnostic measure collected from the set of arima models.

##### References

"Displays for Direct Comparison of ARIMA Models" The American Statistician, May 2002, Vol. 56, No. 2, pp. 131-138. Richard M. Heiberger, Temple University, and Paulo Teles, Faculdade de Economia do Porto. Richard M. Heiberger and Burt Holland (2004), Statistical Analysis and Data Display, Springer, ISBN 0-387-40270-5

##### See Also

##### Examples

`## see tsdiagplot for the example`

*Documentation reproduced from package HH, version 2.3-42, License: GPL (>= 2)*

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