profile.Arima2 {arima2} | R Documentation |
Arima2
objectThis function performs profile log-likelihood of an Arima2
function.
## S3 method for class 'Arima2'
profile(
fitted,
d = 0,
npts = 100L,
lower = -1,
upper = 1,
which = 1L,
max_iters = 1,
...
)
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 |
The parameter which
specifies parameter in the following vector will be
profiled over:
\phi_1, \ldots, \phi_p, \theta_1, \ldots, \theta_q, \Phi_1, \ldots, \Phi_P, \Theta_1, \ldots, \Theta_Q, \mu
where p, q
are non-negative integers representing the number of AR and
MA coefficients of fitted
, respectively, and \phi_i
are the AR
coefficients, \theta_i
are the MA coefficients, \Phi_i
are the
seasonal AR coefficients, \Theta_i
are the seasonal MA coefficients and
\mu
is the model intercept.
data.frame object containing the results of the profile likelihood.
# 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)