VRarima {MASS}R Documentation

Wrapper Functions for ARIMA Modelling

Description

Wrapper functions for ARIMA modelling. These provide interfaces to arima0, predict.arima0 and arima0.diag.

Usage

VRarima(x, order, seasonal, n.cond, ...)
predict(object, n.ahead = 1, se.fit = TRUE, ...)
diagnostics(x, ...)

Arguments

x a time series.
order a vector of three components, (p, d, q).
seasonal list with components order and period: order is vector of three components, (p, d, q).
n.cond Ignored: for S-PLUS compatibility.
object an object of class "VRarima".
n.ahead The number of steps ahead to predict.
se.fit logical: should standard errors be returned?
... further arguments to arima0, predict.arima0 or arima0.diag.

Value

For VRarima, an object of class "VRarima" which inherits from "arima0".
For predict.VRarima, a vector if se.fit = FALSE, or a list with components pred and se.

See Also

arima0, predict.arima0 and arima0.diag.

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