arima.rob.fit {robustarima} | R Documentation |
Robust Fitting of a REGARIMA Model
Description
This is an internal function called iteratively by arima.fit
.
Users are not likely to ever call it directly.
Usage
arima.rob.fit(formula, data, contrasts = NULL, start = NULL, end = NULL,
p = 0, q = 0, d = 0, sd = 0, freq = 1, sfreq = NULL, sma = FALSE,
max.p = NULL, auto.ar = FALSE, n.predict = 20, y.cleaned = NULL,
tol = 10^(-6), max.fcal = 2000, method = "fit", ...)
Arguments
formula |
a |
data |
a data frame or a |
contrasts |
the same as the |
start |
a character string which can be passed to |
end |
a character string which can be passed to |
p |
the autoregressive order of the errors model.
The default is |
q |
the moving average order of the errors model.
The default is |
d |
the number of regular differences in the ARIMA model.
It must be |
sd |
the number of seasonal differences. It must be |
freq |
the frequency of |
sfreq |
the seasonality frequency of |
sma |
logical flag: if |
auto.ar |
logical flag: If |
max.p |
the maximum order of the autoregressive stationary model that approximates
the ARMA stationary model. If |
n.predict |
the maximum number of future periods for which we wish to compute the
predictions. The default is |
y.cleaned |
the cleaned response series. |
tol |
the tolerance for convergence. |
max.fcal |
the maximum number of function evaluations. |
method |
a string that specifies the method. |
... |
extra arguments passed to or from other methods. |
Value
an object of class "arima.rob"
.
See link{arima.rob.object}
.
See Also
Examples
# See arima.rob for example