Fit an ARIMA / SARIMA model — morie_ts_arima • rmorie

Fit an ARIMA / SARIMA model

Usage

morie_ts_arima(
  x,
  order = c(0L, 0L, 0L),
  seasonal = c(0L, 0L, 0L),
  xreg = NULL,
  include_mean = order[2] == 0
)

Arguments

x: A numeric series or morie_ts.
order: Non-seasonal (p, d, q).
seasonal: Seasonal (P, D, Q) (uses the series frequency).
xreg: Optional matrix/data.frame of exogenous regressors, aligned to x.
include_mean: Include a mean/intercept term (default TRUE when d == 0).

Value

A morie_ts_model wrapping the fitted stats::arima() object.

Examples

morie_ts_arima(cumsum(rnorm(60)), order = c(1, 1, 0))
#> <morie_ts_model>
#>   ARIMA(1,1,0)(0,0,0)[1]  xreg=FALSE
#>   AIC=163.38  logLik=-79.69