modeltime (version 1.3.0)

arima_params: Tuning Parameters for ARIMA Models

Description

Tuning Parameters for ARIMA Models

Usage

non_seasonal_ar(range = c(0L, 5L), trans = NULL)
non_seasonal_differences(range = c(0L, 2L), trans = NULL)
non_seasonal_ma(range = c(0L, 5L), trans = NULL)
seasonal_ar(range = c(0L, 2L), trans = NULL)
seasonal_differences(range = c(0L, 1L), trans = NULL)
seasonal_ma(range = c(0L, 2L), trans = NULL)

Arguments

range

A two-element vector holding the defaults for the smallest and largest possible values, respectively. If a transformation is specified, these values should be in the transformed units.

trans

A trans object from the scales package, such as scales::transform_log10() or scales::transform_reciprocal(). If not provided, the default is used which matches the units used in range. If no transformation, NULL.

Details

The main parameters for ARIMA models are:

• non_seasonal_ar: The order of the non-seasonal auto-regressive (AR) terms.

• non_seasonal_differences: The order of integration for non-seasonal differencing.

• non_seasonal_ma: The order of the non-seasonal moving average (MA) terms.

• seasonal_ar: The order of the seasonal auto-regressive (SAR) terms.

• seasonal_differences: The order of integration for seasonal differencing.

• seasonal_ma: The order of the seasonal moving average (SMA) terms.

Examples

non_seasonal_ar()

non_seasonal_differences()

non_seasonal_ma()