| arimaparameters {TSPred} | R Documentation |
Get ARIMA model parameters
Description
The function returns the parameters of a fitted ARIMA model, including non-seasonal and seasonal orders and drift.
Usage
arimaparameters(fit)
Arguments
fit |
An object of class "Arima" containing a fitted ARIMA model. |
Details
The fit object could possibly be the result of
auto.arima or Arima of the
forecast package, or arima of the stats
package.
Value
A list giving the number of AR, MA, seasonal AR and seasonal MA coefficients, plus the period and the number of non-seasonal and seasonal differences of the provided ARIMA model. The value of the fitted drift constant is also presented.
Author(s)
Rebecca Pontes Salles
References
R.J. Hyndman and G. Athanasopoulos, 2013, Forecasting: principles and practice. OTexts.
R.H. Shumway and D.S. Stoffer, 2010, Time Series Analysis and Its Applications: With R Examples. 3rd ed. 2011 edition ed. New York, Springer.
See Also
Examples
data(SantaFe.A)
arimaparameters(forecast::auto.arima(SantaFe.A[,1]))