| arima_warima {hybridts} | R Documentation |
Hybrid ARIMA WARIMA Forecasting Model
Description
Hybrid ARIMA WARIMA Forecasting Model
Usage
arima_warima(y, n, p = 5, q = 5, PI = FALSE, ret_fit = FALSE)
Arguments
y |
A numeric vector or time series |
n |
An integer specifying the forecast horizon |
p |
An integer indicating the maximum order of AR process. Default is 5. |
q |
An integer indicating the maximum order of MA process. Default is 5. |
PI |
A logical flag (default = |
ret_fit |
A logical flag specifying that the fitted values of the model on the training set should be returned if true, otherwise, false (default) |
Value
The forecast of the time series of size n is generated along with the optional
output of fitted values (ret_fit = TRUE) and confidence interval (PI = TRUE) for the forecast.
References
Chakraborty, T., & Ghosh, I. (2020). Real-time forecasts and risk assessment of novel coronavirus (COVID-19) cases: A data-driven analysis. Chaos, Solitons & Fractals, 135, 109850.
Chakraborty, T., Ghosh, I., Mahajan, T., & Arora, T. (2022). Nowcasting of COVID-19 confirmed cases: Foundations, trends, and challenges. Modeling, Control and Drug Development for COVID-19 Outbreak Prevention, 1023-1064.
Examples
arima_warima(y = datasets::lynx, n = 3)