tfarima (version 0.1.1)

ide: Identification plots

Description

ide displays graphs useful to identify a tentative ARIMA model for a time series.

Usage

ide(
  Y,
  transf = list(),
  order.polreg = 0,
  lag.max = NULL,
  wn.bands = TRUE,
  graphs = c("plot", "acf", "pacf"),
  set.layout = TRUE,
  byrow = TRUE,
  main = "",
  ...
)

Arguments

Y

Univariate or multivariate time series.

transf

Data transformations, list(bc = F, d = 0, D = 0, S = F), where bc is the Box-Cox logarithmic transformation, d and D are the number of nonseasonal and seasonal differences, and S is the annual sum operator.

order.polreg

an integer indicating the order of a polynomial trend.

lag.max

number of autocorrelations.

wn.bands

logical. If TRUE confidence intervals for sample autocorrelations are computed assuming a white noise series.

graphs

graphs to be shown: plot, hist, acf, pacf, pgram, cpgram (cummulative periodogram), rm (range-median).

set.layout

logical. If TRUE the layout is set by the function, otherwise it is set by the user.

byrow

logical. If TRUE the layout is filled by rows, otherwise it is filled by columns.

main

title of the graph.

...

additional arguments.

Examples

# NOT RUN {
Y <- AirPassengers
ide(Y, graphs = c("plot", "rm"))
ide(Y, transf = list(list(bc = TRUE, S = TRUE), list(bc = TRUE, d = 1, D = 1)))

# }