airline

Creates a seasonal ARIMA model with the structure popularized by Box and
Jenkins using airline passenger data: (0,1,1)x(0,1,1)s.

Build customized transfer function and ARIMA models with multiple operators
and parameter restrictions. Provides tools for model identification, estimation
using exact or conditional maximum likelihood, diagnostic checking, automatic outlier
detection, calendar effects, forecasting, and seasonal adjustment. The new version
also supports unobserved component ARIMA model specification and estimation
for structural time series analysis.

Jose L. Gallego

tfarima

Transfer Function and ARIMA Models

airline function

<dl><dt>z</dt>
<dd>A <code>ts</code> object (must have frequency &gt; 1).</dd>
<dt>bc</dt>
<dd>Logical. If TRUE, applies Box-Cox (log) transformation.</dd>
<dt>sma</dt>
<dd>Character. Specification for seasonal MA operator. Options are:
standard, generalized or factorized. See manual for more details.</dd>
<dt>...</dt>
<dd>Additional arguments passed to <code>um</code>.</dd></dl>

Arguments

Airline Model (SARIMA(0,1,1)x(0,1,1)s) — airline

<dl>

<dt>z</dt>
<dd>A <code>ts</code> object (must have frequency &gt; 1).</dd>


<dt>bc</dt>
<dd>Logical. If TRUE, applies Box-Cox (log) transformation.</dd>


<dt>sma</dt>
<dd>Character. Specification for seasonal MA operator. Options are:
standard, generalized or factorized. See manual for more details.</dd>


<dt>...</dt>
<dd>Additional arguments passed to <code>um</code>.</dd>

</dl>

airline: Airline Model (SARIMA(0,1,1)x(0,1,1)s)

Description

Usage

Value

Arguments

Details

See Also