Displaying 1 result from an estimated 1 matches for "timeseriesarima".
2013 Jun 07
1
arima time series in R
Hi
Could just anyone explain me the coefficients in the output of arima model
timeseriesarima <- arima(series, order=c(1,1,2))
> timeseriesarima
Series: series
ARIMA(1,1,2)
Coefficients:
ar1 ma1 ma2
0.9744 -1.7695 0.7873
s.e. 0.0310 0.0481 0.0426
sigma^2 estimated as 337.4: log likelihood=-1096.03
AIC=2200.07 AICc=2200.23 BIC=2214.2
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