estim.varma.model.string

Use this function to get the name of a VARMA model, such that:
If It is multivariate, it will be VAR, otherwise AR;
If moving average terms are present, it will be ARMA or VARMA;
If it is seasonal, it will be S-ARMA or S-VARMA;
If it is integrated, it will be S-ARMA (D=?,d=?); ..., and any possible combination.
Parameters will be reported in parenthesis after the name of the model.

Methods and tools for model selection and multi-model inference (Burnham and Anderson (2002) <doi:10.1007/b97636>, among others).
'SUR' (for parameter estimation), 'logit'/'probit' (for binary classification), and 'VARMA' (for time-series forecasting) are implemented.
Evaluations are both in-sample and out-of-sample.
It is designed to be efficient in terms of CPU usage and memory consumption.

Ramin Mojab

Automated Uncertainty Analysis

Stephen Becker

estim.varma.model.string function

<dl><dt>obj</dt>
<dd>AN object of class <code>ldt.estim.varma</code>.</dd></dl>

Arguments

Get the Specification of an ldt.estim.varma Model — estim.varma.model.string

<dl>

<dt>obj</dt>
<dd>AN object of class <code>ldt.estim.varma</code>.</dd>

</dl>

estim.varma.model.string: Get the Specification of an `ldt.estim.varma` Model

Description

Usage

Value

Arguments