ARIMA forecasting - this is a wrapper for R's
sarima.for(xdata, n.ahead, p, d, q, P = 0, D = 0, Q = 0, S = -1, tol = sqrt(.Machine$double.eps), no.constant = FALSE)
- univariate time series
- forecast horizon (number of periods)
- AR order
- difference order
- MA order
- SAR order; use only for seasonal models
- seasonal difference; use only for seasonal models
- SMA order; use only for seasonal models
- seasonal period; use only for seasonal models
- controls the relative tolerance (reltol) used to assess convergence. The default is
sqrt(.Machine$double.eps), the R default.
- controls whether or not a constant is included in the model. If
no.constant=TRUE, no constant is included in the model. See
sarimafor more details.
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.