SelectedSeries function

Identified the Series with the Given Order

To be used after the command "SummaryModel". The input "M" must be an output from "SummaryModel". Selected time series of a given order $(p,d,q)$.

SelectedSeries(M, order = c(1, 0, 1))

Arguments

• M: Matrix that is an output from "SummaryModel" command, that is, M1, M2 or M3.
• order: Specification of the non-seasonal part of the ARIMA model: the three integer components $(p,d,q)$ are $p$ the AR order, $d$ the degree of differencing, and $q$ the MA order. Default value is c(1, 0, 1).

Returns

The number of series with the given order and the names of the resulting series.

Examples

data(TaiwanAirBox032017)
outputSummaryModel <- SummaryModel(TaiwanAirBox032017[,1:3])
SelectedSeries(outputSummaryModel$M1, order = c(2,0,0))