Usage: |
msarimamodelOut = msarimamodel(d,arma,season)
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Input: |
| d | list containing at most two elements:
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| d.el1
Defintion integer, order for ordinary differences | list specifying the ordinary AR and MA parts, composed at most of four elements:
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| d.el2
Defintion integer, (optional) order of the seasonal difference | vector, AR lags
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| arma | vector, MA lags
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| arma.el1 | vector, coefficients of the AR part
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| arma.el2 | vector, coefficients of the MA part
If your model has only one part, set the lags of the other part to 0.
In this case specify only one coefficient vector. If your
model has no ordinary ARMA part, just set arma=list(0,0).
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| arma.el3 | list specifying the seasonal AR and MA parts, composed at most of five elements:
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| arma.el4 | scalar, season (e.g. 4, 12)
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| season | vector, seasonal AR lags
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| season.el1 | vector, seasonal MA lags
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| season.el2 | vector, coefficients for the seasonal AR part
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| season.el3 | vector, coefficients for the seasonal MA part
If your model has only one part, set the lags of the other part to 0.
In this case specify only one coefficient vector. If your
model has no seasonal part, just set season=list(0).
|
Output: |
| msarimamodelOut | list - composed of d, arlag, malag, s, sarlag, smalag, phi, theta, Phi, Theta -
containing all information about the multiplicative seasonal model. |
| msarimamodelOut.d | vector, difference orders |
| msarimamodelOut.arlag | vector, ordinary AR lags |
| msarimamodelOut.malag | vector, ordinary MA lags |
| msarimamodelOut.s | vector, season |
| msarimamodelOut.sarlag | vector, seasonal AR lags |
| msarimamodelOut.smalag | vector, seasonal MA lags |
| msarimamodelOut.phi | vector, AR coefficients |
| msarimamodelOut.theta | vector, MA coefficients |
| msarimamodelOut.Phi | vector, seasonal AR coefficients |
| msarimamodelOut.Theta | vector, seasonal MA coefficients |