The function returns the parameters of a fitted ARIMA model, including
non-seasonal and seasonal orders and drift.
Usage
arimaparameters(fit)
Value
A list giving the number of AR, MA, seasonal AR and seasonal MA
coefficients, plus the period and the number of non-seasonal and seasonal
differences of the provided ARIMA model. The value of the fitted drift
constant is also presented.
Arguments
fit
An object of class "Arima" containing a fitted ARIMA model.
Author
Rebecca Pontes Salles
Details
The fit object could possibly be the result of
auto.arima or Arima of the
forecast package, or arima of the stats
package.
References
R.J. Hyndman and G. Athanasopoulos, 2013, Forecasting:
principles and practice. OTexts.
R.H. Shumway and D.S. Stoffer, 2010, Time Series Analysis and Its
Applications: With R Examples. 3rd ed. 2011 edition ed. New York, Springer.