ARIMAestim {UComp}

ARIMAestim

Description

Estimates and forecasts ARIMA models

Usage

ARIMAestim(m)

Arguments

m

an object of type ARIMA created with ARIMAmodel

Details

ARIMAestim estimates and forecasts a time series using an ARIMA model

Value

The same input object with the appropriate fields filled in, in particular:

p

Estimated parameters

yFor

Forecasted values of output

yForV

Variance of forecasted values of output

ySimul

Bootstrap simulations for forecasting distribution evaluation

Author(s)

Diego J. Pedregal

See Also

ARIMA, ARIMAmodel, ARIMAvalidate,

Examples

## Not run: 
m1 <- ARIMAsetup(log(gdp))
m1 <- ARIMAestim(m1)

## End(Not run)