profile.Arima2 {arima2} | R Documentation |
Profile for Arima2
object
Description
This function performs profile log-likelihood of an Arima2
function.
Usage
## S3 method for class 'Arima2'
profile(
fitted,
d = 0,
npts = 100L,
lower = -1,
upper = 1,
which = 1L,
max_iters = 1,
...
)
Arguments
fitted |
An |
d |
Integer number of differences. Should match the differences used to
obtain the |
npts |
Integer number of points to evaluate the profile. |
lower |
Numeric lower bound for the profile search. |
upper |
Numeric upper bound for the profile search. |
which |
Integer indicating which parameter to perform the profile over. See Details section for more information. |
max_iters |
Maximum number of random restarts. See arima for more details. |
... |
additional arguments needed for the profile function |
Details
The parameter which
specifies parameter in the following vector will be
profiled over:
where are non-negative integers representing the number of AR and
MA coefficients of
fitted
, respectively, and are the AR
coefficients,
are the MA coefficients,
are the
seasonal AR coefficients,
are the seasonal MA coefficients and
is the model intercept.
Value
data.frame object containing the results of the profile likelihood.
Examples
# example code
set.seed(123)
mod <- arima(miHuron_level$Average, order = c(1, 0, 1), max_iters = 100)
prof <- profile(mod, which = 2L, lower = -0.5, upper = 0.5)
plot(prof$ma1, prof$loglik)