arimaorder

0th

Percentile

Return the order of an ARIMA or ARFIMA model

Returns the order of a univariate ARIMA or ARFIMA model.

Keywords
ts
Usage
arimaorder(object)
Arguments
object
An object of class "Arima", "ar" or "fracdiff". Usually the result of a call to arima, Arima,
Value

  • A numerical vector giving the values $p$, $d$ and $q$ of the ARIMA or ARFIMA model. For a seasonal ARIMA model, the returned vector contains the values $p$, $d$, $q$, $P$, $D$, $Q$ and $m$, where $m$ is the period of seasonality.

See Also

ar, auto.arima, Arima, arima, arfima.

Aliases
  • arimaorder
Examples
arimaorder(auto.arima(WWWusage))
Documentation reproduced from package forecast, version 6.0, License: GPL (>= 2)

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