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”, dQuotear or “fracdiff”. Usually the result of a call to arima, Arima, auto.arima, ar, arfima or fracdiff.

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
# NOT RUN {
WWWusage %>% auto.arima %>% arimaorder

# }
Documentation reproduced from package forecast, version 8.2, License: GPL-3

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