simplified_print_SARIMA

A system contains easy-to-use tools as a support for time series analysis courses. In particular, it incorporates a technique called Generalized Method of Wavelet Moments (GMWM) as well as its robust implementation for fast and robust parameter estimation of time series models which is described, for example, in Guerrier et al. (2013) <doi: 10.1080/01621459.2013.799920>. More details can also be found in the paper linked to via the URL below.

St<c3><a9>phane Guerrier

simts

Time Series Analysis Tools

Stéphane Guerrier

James Balamuta

Roberto Molinari

Justin Lee

Lionel Voirol

Yuming Zhang

Wenchao Yang

Nathanael Claussen

Yunxiang Zhang

Christian Gunning

Romain Francois

Ross Ihaka

R Core Team 

simplified_print_SARIMA function

<dl><dt>p</dt>
<dd>An <code>integer</code> denoting the length of <code>ar</code>.</dd>
<dt>i</dt>
<dd>An <code>integer</code> containing the number of differences to be done.</dd>
<dt>q</dt>
<dd>An <code>integer</code> denoting the length of <code>ma</code>.</dd>
<dt>P</dt>
<dd>An <code>integer</code> denoting the length of <code>sma</code>.</dd>
<dt>si</dt>
<dd>An <code>integer</code> containing the number of seasonal differences to be done.</dd>
<dt>Q</dt>
<dd>An <code>integer</code> denoting the length of <code>sar</code>.</dd>
<dt>s</dt>
<dd>An <code>integer</code> indicating the seasonal value of the data.</dd></dl>

Arguments

Author

Simplify and print SARIMA model — simplified_print_SARIMA

<dl>

<dt>p</dt>
<dd>An <code>integer</code> denoting the length of <code>ar</code>.</dd>


<dt>i</dt>
<dd>An <code>integer</code> containing the number of differences to be done.</dd>


<dt>q</dt>
<dd>An <code>integer</code> denoting the length of <code>ma</code>.</dd>


<dt>P</dt>
<dd>An <code>integer</code> denoting the length of <code>sma</code>.</dd>


<dt>si</dt>
<dd>An <code>integer</code> containing the number of seasonal differences to be done.</dd>


<dt>Q</dt>
<dd>An <code>integer</code> denoting the length of <code>sar</code>.</dd>


<dt>s</dt>
<dd>An <code>integer</code> indicating the seasonal value of the data.</dd>

</dl>

Simplify and print SARIMA model

simplified_print_SARIMA: Simplify and print SARIMA model

Description

Usage

Value

Arguments

Author