Displaying 2 results from an estimated 2 matches for "modelarima".
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modarima
2003 Nov 24
0
link between arima and arma fit
...%%%%%%%%%
> modelarma<-arma(diff(x),c(7,5))
> modelarma
Call:
arma(x = diff(x), order = c(7, 5))
Coefficient(s):
ar1 ar2 ar3 ar4 ar5 ar6 ar7 ma1 ma2
0.06078 -0.44774 0.41881 0.47624 0.01406 0.06565 -0.06167 -0.01294 0.31313
ma3 ma4 ma5 intercept
-0.49027 -0.55461 -0.11520 -0.10692
> modelarima<-arima(x,c(7,1,5))
> modelarima
Call:
arima(x = x, order = c(7, 1, 5))
Coefficients:
ar1 ar2 ar3 ar4 ar5 ar6 ar7 ma1 ma2 ma3 ma4
0.1244 -0.1149 -0.2283 0.5209 0.4135 -0.0072 0.0263 -0.087 0.0038 0.1868
-0.5477
s.e. NaN NaN 0.0696 0.1554 NaN NaN NaN NaN NaN 0.1079 0.1369
ma5
-0.5179
s.e. NaN
s...
2008 Sep 16
0
Warning messages after auto.arima
...g 2nd lowest AIC instead of eyeballing thru the value at the
console screen.
For those models with drift, how can I find out what are the drifts? For
example, eyeballing thru, my 2nd best model is ARIMA(1,1,1) with drift but
it didn't state what is the drift.
Many thanks.
> modelarima <- auto.arima(Price[1:nTrain], trace=TRUE)
ARIMA(2,1,2) with drift : 4417.541
ARIMA(0,1,0) with drift : 4538.817
ARIMA(1,1,0) with drift : 4424.534
ARIMA(0,1,1) with drift : 4457.507
ARIMA(1,1,2) with drift : 4416.070
ARIMA(1,1,1)...