Ajuste de modelo SARIMA (ARIMA sazonal) — rnp_sarima • rnp

Ajuste de modelo SARIMA (ARIMA sazonal)

Usage

rnp_sarima(
  x,
  ordem = c(0, 0, 0),
  sazonal = c(0, 0, 0),
  periodo = 12,
  digits = 4L
)

Arguments

x: Vetor numerico ou ts.
ordem: Vetor c(p, d, q) da parte nao-sazonal.
sazonal: Vetor c(P, D, Q) da parte sazonal.
periodo: Periodo sazonal (ex.: 12 para mensal).
digits: Inteiro.

Value

Mesma estrutura de rnp_arima().

See also

Other series: rnp_arima(), rnp_auto_arima(), rnp_grafico_acf(), rnp_grafico_serie(), rnp_media_movel(), rnp_suavizacao_exponencial(), rnp_ts_acf(), rnp_ts_adf(), rnp_ts_ccf(), rnp_ts_decomposicao(), rnp_ts_diferenciacao(), rnp_ts_garch(), rnp_ts_holt_winters(), rnp_ts_kpss(), rnp_ts_ljung_box(), rnp_ts_pacf(), rnp_ts_periodograma(), rnp_ts_previsao(), rnp_ts_residuos(), rnp_ts_var()

Examples

rnp_sarima(AirPassengers, c(0, 1, 1), c(0, 1, 1), 12)$modelo
#> # A tibble: 1 × 5
#>   log_veross   aic   bic  aicc sigma2
#>        <dbl> <dbl> <dbl> <dbl>  <dbl>
#> 1      -508. 1021. 1027. 1021.   135.