arimaparameters function

Get ARIMA model parameters

The function returns the parameters of a fitted ARIMA model, including non-seasonal and seasonal orders and drift.

arimaparameters(fit)

Arguments

• fit: An object of class "Arima" containing a fitted ARIMA model.

Returns

A list giving the number of AR, MA, seasonal AR and seasonal MA coefficients, plus the period and the number of non-seasonal and seasonal differences of the provided ARIMA model. The value of the fitted drift constant is also presented.

Details

The fit object could possibly be the result of auto.arima or Arima of the forecast package, or arima of the stats

package.

Examples

data(SantaFe.A)
arimaparameters(forecast::auto.arima(SantaFe.A[,1]))

References

R.J. Hyndman and G. Athanasopoulos, 2013, Forecasting: principles and practice. OTexts.

R.H. Shumway and D.S. Stoffer, 2010, Time Series Analysis and Its Applications: With R Examples. 3rd ed. 2011 edition ed. New York, Springer.

See Also

fittestArima,arimapred

Author(s)

Rebecca Pontes Salles