# sarima.for

From astsa v1.6
0th

Percentile

##### ARIMA Forecasting

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

Keywords
ts
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.

##### References

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

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