sarima.for

From astsa v1.6 by David Stoffer

ARIMA Forecasting

ARIMA forecasting - this is a wrapper for R's predict.Arima.

Keywords: ts

Usage

sarima.for(xdata, n.ahead, p, d, q, P = 0, D = 0, Q = 0, S = -1,  tol = sqrt(.Machine$double.eps), no.constant = FALSE)

Arguments

xdata

univariate time series

n.ahead

forecast horizon (number of periods)

p

AR order

d

difference order

q

MA order

P

SAR order; use only for seasonal models

D

seasonal difference; use only for seasonal models

Q

SMA order; use only for seasonal models

S

seasonal period; use only for seasonal models

tol

controls the relative tolerance (reltol) used to assess convergence. The default is sqrt(.Machine$double.eps), the R default.

no.constant

controls whether or not a constant is included in the model. If no.constant=TRUE, no constant is included in the model. See sarima for more details.

Details

For example, sarima.for(x,5,1,0,1) will forecast five time points ahead for an ARMA(1,1) fit to x. The output prints the forecasts and the standard errors of the forecasts, and supplies a graphic of the forecast with +/- 2 prediction error bounds.

Value

References

http://www.stat.pitt.edu/stoffer/tsa4/

Examples

sarima.for(log(AirPassengers),12,0,1,1,0,1,1,12)

Documentation reproduced from package astsa, version 1.6, License: GPL-2

Community examples

Looks like there are no examples yet.