arimaSelect {A2R}R Documentation

selection for arima models

Description

A graphic visualisation of the backward selection steps in an arima model

Usage

arimaSelect(serie, order, include.mean = FALSE, alpha = 0.05)

Arguments

serie a time series
order see arima
include.mean see arima
alpha second order risk (default 0.05)

Value

An object of class arimaSelect (to be more detailled)

Author(s)

Romain Francois

References

Romain Francois (2005). Backward selection in arima models. The R Graph Gallery. 29.

Examples

  
  ## Not run: 
  data(fret)
  sel <- arimaSelect(fret,order=c(7,0,3))
  plot(sel,choix=4)
  
## End(Not run)
[Package A2R version 0.0-4 Index]