calibrar.arima

A web application for displaying, analysing and forecasting univariate time series. Includes basic methods such as mean, naïve, seasonal naïve and drift, as well as more complex methods such as Holt-Winters Box,G and Jenkins, G (1976) <doi:10.1111/jtsa.12194> and ARIMA Brockwell, P.J. and R.A.Davis (1991) <doi:10.1007/978-1-4419-0320-4>.

Oldemar Rodriguez

forecasteR

Time Series Forecast System

Diego Jiménez

calibrar.arima function

<dl><dt>train</dt>
<dd>a ts object (train of a time series).</dd>
<dt>test</dt>
<dd>a ts object (test of a time series).</dd>
<dt>period</dt>
<dd>value indicate the period to use.</dd>
<dt>ar</dt>
<dd>vector of values to test p, d, q of arima model.</dd>
<dt>es</dt>
<dd>vector of values to test P, D, Q of arima model.</dd></dl>

Arguments

Diego Jimenez &lt;diego.jimenez@promidat.com&gt;

Author

Best parameters arima model — calibrar.arima

<dl>

<dt>train</dt>
<dd>a ts object (train of a time series).</dd>


<dt>test</dt>
<dd>a ts object (test of a time series).</dd>


<dt>period</dt>
<dd>value indicate the period to use.</dd>


<dt>ar</dt>
<dd>vector of values to test p, d, q of arima model.</dd>


<dt>es</dt>
<dd>vector of values to test P, D, Q of arima model.</dd>

</dl>

calibrar.arima: Best parameters arima model

Description

Usage

Value

Arguments

Author

Examples