# 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

##### See Also

##### Examples

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

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

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