npar.arma
From HH v3.1-8
by Richard Heiberger
Count the number of parameters in an ARIMA model specification.
Count the number of parameters in an ARIMA model specification.
When arima==FALSE
, just the AR and MA parameters are counted.
When arima==TRUE
, then the number of difference parameters are
also included.
- Keywords
- ts
Usage
npar.arma(x, arima=FALSE)
npar.sarma(model, arima=FALSE)
npar.rarma(arma, arima=FALSE)
Arguments
- x
- An
"arima"
object in S-Plus or a"Arima"
object in R. - model
- A
model
specification in the S-Plus style. - arma
- A
arma
specification in the R style - arima
- Logical.
TRUE
is number of differencings is to be counted.
Value
- A scalar number giving the count.
Examples
co2.arima <-
if.R(s=
arima.mle(co2, list(list(order=c(0,1,1)),
list(order=c(0,1,1), period=12)))
,r=
arima(co2,
order=c(0,1,1),
seasonal=list(order=c(0,1,1), period=12))
)
npar.arma(co2.arima)
npar.arma(co2.arima, arima=TRUE)
npar.sarma(list(list(order=c(0,1,1)),
list(order=c(0,1,1), period=12)))
npar.sarma(list(list(order=c(0,1,1)),
list(order=c(0,1,1), period=12)),
arima=TRUE)
if.R(s={},
r=npar.rarma(co2.arima$arma)
)
if.R(s={},
r=npar.rarma(co2.arima$arma,
arima=TRUE)
)
Community examples
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