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arima_params

Tuning Parameters for ARIMA Models

Description

Tuning Parameters for ARIMA Models

Usage

non_seasonal_ar(range = c(0L, 5L), trans = NULL)

non_seasonal_differences(range = c(0L, 2L), trans = NULL)

non_seasonal_ma(range = c(0L, 5L), trans = NULL)

seasonal_ar(range = c(0L, 2L), trans = NULL)

seasonal_differences(range = c(0L, 1L), trans = NULL)

seasonal_ma(range = c(0L, 2L), trans = NULL)

Arguments

range

A two-element vector holding the defaults for the smallest and largest possible values, respectively.
trans

A trans object from the scales package, such as scales::log10_trans() or scales::reciprocal_trans(). If not provided, the default is used which matches the units used in range. If no transformation, NULL.

Details

The main parameters for ARIMA models are:

  • non_seasonal_ar: The order of the non-seasonal auto-regressive (AR) terms.

  • non_seasonal_differences: The order of integration for non-seasonal differencing.

  • non_seasonal_ma: The order of the non-seasonal moving average (MA) terms.

  • seasonal_ar: The order of the seasonal auto-regressive (SAR) terms.

  • seasonal_differences: The order of integration for seasonal differencing.

  • seasonal_ma: The order of the seasonal moving average (SMA) terms.

Examples

non_seasonal_ar()

non_seasonal_differences()

non_seasonal_ma()
modeltime

The Tidymodels Extension for Time Series Modeling

v0.5.1
MIT + file LICENSE
Authors
Matt Dancho [aut, cre], Business Science [cph]
Initial release

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