UComp (version 5.1)

ARIMAestim: ARIMAestim

Description

Estimates and forecasts ARIMA models

Usage

ARIMAestim(m)

Value

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

Arguments

m

an object of type ARIMA created with ARIMAforecast

Author

Diego J. Pedregal

Details

ARIMAestim estimates and forecasts a time series using an ARIMA model

See Also

ARIMA, ARIMAforecast, ARIMAvalidate,

Examples

if (FALSE) {
m1 <- ARIMAsetup(log(gdp))
m1 <- ARIMAestim(m1)
}