# armafit

From TSSS v1.2.3
by Masami Saga

##### Scalar ARMA Model Fitting

Fit a scalar ARMA model by maximum likelihood method.

- Keywords
- ts

##### Usage

`armafit(y, ar.order, ar = NULL, ma.order, ma = NULL)`

##### Arguments

- y
a univariate time series.

- ar.order
AR order.

- ar
initial AR coefficients. If

`NULL`

(default), use default initial values.- ma.order
MA order.

- ma
initial MA coefficients. If

`NULL`

(default), use default initial values.

##### Value

innovation variance.

log-likelihood of the model.

AIC of the model.

AR coefficients.

MA coefficients.

##### References

Kitagawa, G. (2010)
*Introduction to Time Series Modeling*. Chapman & Hall/CRC.

##### Examples

```
# NOT RUN {
# Sun spot number data
data(Sunspot)
y <- log10(Sunspot)
z1 <- armafit(y, ar.order = 3, ma.order = 3)
z1
nd <- length(y)
armaimp(arcoef = z1$arcoef, macoef = z1$macoef, v = z1$sigma2, n = nd, lag = 20)
# }
```

*Documentation reproduced from package TSSS, version 1.2.3, License: GPL (>= 2)*

### Community examples

Looks like there are no examples yet.