iClick.ARIMA {iClick} | R Documentation |
iClick GUI for ARIMA
Description
This GUI estimates ARIMA both with automatic lag selection and fixed lag length. The GUI is only only a GUI, but also a output format.
Usage
iClick.ARIMA(dat, AR = 1, MA = 1, n.ahead = 24, ic = "aic")
Arguments
dat |
Time series object, xts. |
AR |
Pre-specified fixed AR order. |
MA |
Pre-specified fixed MA order. |
n.ahead |
Periods of out-of-sample forecast. |
ic |
Information criteria for lag selection,ic=c("aicc", "aic", "bic"). See auto.arima() of package forecast. |
Details
This GUI fits two ARMA, fixed orders and automatically fitted orders, and returns a two-part GUI with output on it. The outputs can be saved as .RData file for later use, the last row is the save button.
The saved filename is automatically generated by selections and results; for example, .aicOrderARIMA_102.RData represents the automatically fits ARIMA(p,d,q) orders are ARIMA(1,0,2) by AIC.
Using load(".aicOrderARIMA_102.RData") to retrieve the file and ls() to list objects, and use names() to show details of objects.
The input returns data must be in percentage form; namely, dlog()*100
Value
Fitted ARMA regression output.
Author(s)
Ho Tsung-wu <tsungwu@ntnu.edu.tw>, College of Management, National Taiwan Normal University
See Also
arima() and auto.arima() of package forecast.
Examples
##External data
data("world20")
y=na.omit(diff(log(world20[,1])))
## Simulation data
#dat=rnorm(200,5,1)
#y=ts(dat, start = c(1970, 1), frequency = 12)
iClick.ARIMA(y)
#More
iClick.ARIMA(y,AR = 2, MA = 2, n.ahead = 12, ic = "bic")