equation.ucarima

equation

equation.um

<code>equation</code> prints the equation of an object of class um.

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

equation.ucarima function

<dl><dt>x</dt>
<dd>an object of class <code>um</code>, a list of these objects or an object
of class <code>ucarima</code>.</dd>
<dt>...</dt>
<dd>additional arguments.</dd>
<dt>unscramble</dt>
<dd>logical. If TRUE, AR, I and MA polynomials are unscrambled.</dd>
<dt>digits</dt>
<dd>integer. Number of significant digits.</dd>
<dt>z</dt>
<dd>character. Symbol for time series.</dd>
<dt>a</dt>
<dd>character. Symbol for error.</dd>
<dt>width</dt>
<dd>integer. Maximum width for line wrapping. If NULL, uses console width.</dd></dl>

Arguments

Equation of ucarima model — equation.ucarima

<dl>

<dt>x</dt>
<dd>an object of class <code>um</code>, a list of these objects or an object
of class <code>ucarima</code>.</dd>


<dt>...</dt>
<dd>additional arguments.</dd>


<dt>unscramble</dt>
<dd>logical. If TRUE, AR, I and MA polynomials are unscrambled.</dd>


<dt>digits</dt>
<dd>integer. Number of significant digits.</dd>


<dt>z</dt>
<dd>character. Symbol for time series.</dd>


<dt>a</dt>
<dd>character. Symbol for error.</dd>


<dt>width</dt>
<dd>integer. Maximum width for line wrapping. If NULL, uses console width.</dd>

</dl>

equation.ucarima: Equation of ucarima model

Description

Usage

Arguments

Examples