tfarima (version 0.3.2)

ide: Identification plots

Description

ide displays graphs useful to identify a tentative ARIMA model for a time series.

Usage

ide(
  Y,
  transf = list(),
  order.polreg = 0,
  lag.max = NULL,
  lags.at = NULL,
  freq.at = NULL,
  wn.bands = TRUE,
  graphs = c("plot", "acf", "pacf"),
  set.layout = TRUE,
  byrow = TRUE,
  main = "",
  envir = NULL,
  ...
)

Arguments

Y

Univariate or multivariate time series.

transf

Data transformations, list(bc = F, d = 0, D = 0, S = F), where bc is the Box-Cox logarithmic transformation, d and D are the number of nonseasonal and seasonal differences, and S is the annual sum operator.

order.polreg

an integer indicating the order of a polynomial trend.

lag.max

number of autocorrelations.

lags.at

the lags of the ACF/PACF at which tick-marks are to be drawn.

freq.at

the frequencies of the (cum) periodogram at at which tick-marks are to be drawn.

wn.bands

logical. If TRUE confidence intervals for sample autocorrelations are computed assuming a white noise series.

graphs

graphs to be shown: plot, hist, acf, pacf, pgram, cpgram (cummulative periodogram), rm (range-median).

set.layout

logical. If TRUE the layout is set by the function, otherwise it is set by the user.

byrow

logical. If TRUE the layout is filled by rows, otherwise it is filled by columns.

main

title of the graph.

envir

environment in which the function arguments are evaluated. If NULL the calling environment of this function will be used.

...

additional arguments.

Examples

# NOT RUN {
Y <- AirPassengers
ide(Y, graphs = c("plot", "rm"))
ide(Y, transf = list(list(bc = TRUE, S = TRUE), list(bc = TRUE, d = 1, D = 1)))

# }