ARMA Model

Creates an AutoRegressive Moving Average model.

ARMAModel(p = 0L, q = 0L, s = 0L, include_mean = TRUE, include_drift = FALSE)

Arguments

p

AR order (default: 0)

q

MA order (default: 0)

s

Seasonal period (default: 0 for no seasonality)

include_mean

Whether to include a mean term (default: TRUE)

include_drift

Whether to include a drift term (default: FALSE)

Value

An ARMAModel object

Examples

if (FALSE) { # \dontrun{
# AR(1)
model <- ARMAModel(p = 1)

# MA(1)
model <- ARMAModel(q = 1)

# ARMA(2,1) with seasonality
model <- ARMAModel(p = 2, q = 1, s = 12)
} # }