stats::arima() 可以用最大似然方法估计 AR、MA、ARMA 和 ARIMA 模型,需要人为指定 (𝑝, 𝑑, 𝑞) 值。如:
armares <- arima(
100 + xarma42, order = c(4,0,2) )
armares
##
## Call:
## arima(x = 100 + xarma42, order = c(4, 0, 2))
##
## Coefficients:
## ar1 ar2 ar3 ar4 ma1 ma2 intercept
## -0.6324 -1.0668 -0.4163 -0.4469 0.3191 -0.6423 99.9989
## s.e. 0.1195 0.1384 0.1350 0.1080 0.1237 0.1267 0.0371
##
## sigma^2 estimated as 3.582: log likelihood = -209.2, aic = 434.4