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:

`\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.

### 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)
```

*arima2*version 3.1.0 Index]