ARIMAestim function

ARIMAestim

Estimates and forecasts ARIMA models

ARIMAestim(m)

Arguments

• m: an object of type ARIMA created with ARIMAforecast

Returns

The same input object with the appropriate fields filled in, in particular: - p: Estimated parameters

• yFor: Forecasted values of output

• yForV: Variance of forecasted values of output

• ySimul: Bootstrap simulations for forecasting distribution evaluation

Details

ARIMAestim estimates and forecasts a time series using an ARIMA model

Examples

## Not run:

m1 <- ARIMAsetup(log(gdp))
m1 <- ARIMAestim(m1)
## End(Not run)

See Also

ARIMA, ARIMAforecast, ARIMAvalidate,

Author(s)

Diego J. Pedregal