arima_params {modeltime} | R Documentation |
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 |
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
ets_model()
non_seasonal_ar()
non_seasonal_differences()
non_seasonal_ma()