pq
pq defines the non-seasonal autoregressive and moving avarages terms,
it can be define by the user,
or if it's omited, the automatic parameter selection algorithm is trigered
The automatic parameter selection algorithm gonna fit the best model based on the information criterion
PQ
PQ defines the seasonal autoregressive and moving avarages terms,
it can be define by the user,
or if it's omited, the automatic parameter selection algorithm is trigered (only for 'arma_to_ingarch' algorithm)
The automatic parameter selection algorithm gonna fit the best model based on the information criterion
xreg
Exogenous regressors can be included in a INGARCH model without explicitly using the `xreg()` special.
Common exogenous regressor specials as specified in [`common_xregs`] can also be used.
These regressors are handled using [stats::model.frame()],
and so interactions and other functionality behaves similarly to [stats::lm()].
The inclusion of a constant in the model follows the similar rules to [`stats::lm()`],
where including `1` will add a constant and `0` or `-1` will remove the constant.
If left out, the inclusion of a constant will be determined by minimising `ic`.
If a xreg is provided, the model forecast is not avaliable
xreg(..., fixed = list())
`...` | Bare expressions for the exogenous regressors (such as `log(x)`) |
`fixed` | A named list of fixed parameters for coefficients. The names identify the coefficient, and should match the name of the regressor. For example, `fixed = list(constant = 20)`. |