arima 公式_R语言 arima函数

arima(stats)

arima()所属R语言包：stats

ARIMA Modelling of Time Series

时间序列的ARIMA模型建模

描述----------Description----------

Fit an ARIMA model to a univariate time series.

适合一个单变量时间序列的ARIMA模型。

用法----------Usage----------

arima(x, order = c(0, 0, 0),

seasonal = list(order = c(0, 0, 0), period = NA),

xreg = NULL, include.mean = TRUE,

transform.pars = TRUE,

fixed = NULL, init = NULL,

method = c("CSS-ML", "ML", "CSS"),

n.cond, optim.method = "BFGS",

optim.control = list(), kappa = 1e6)

参数----------Arguments----------

参数：x

a univariate time series

单变量的时间序列

参数：order

A specification of the non-seasonal part of the ARIMA model: the three components (p, d, q) are the AR order

, the degree of differencing, and the MA order.

非季节性的ARIMA模型的规范的三个组成部分(p, d, q)是的AR秩序，一定程度的差异，以及马秩序。

参数：seasonal

A specification of the seasonal part of the ARIMA model, plus the period (which defaults to frequency(x)). This

should be a list with components order and period, but a specification of just a numeric vector of length 3 will

be turned into a suitable list with the specification as the order.

一个规范的季节ARIMA模型的一部分，加上期间(默认frequency(x))。这应该是一个组件列表order和period，但只是一个

长度为3的数字向量的规范将到一个合适的名单与order规范。

参数：xreg

Optionally, a vector or matrix of external regressors, which must have the same number of rows as x.

或者，一个向量或矩阵的外部回归，必须有相同数量的行x。

参数：include.mean

Should the ARMA model include a mean/intercept term?  The default is TRUE for undifferenced series, and it

is ignored for ARIMA models with differencing.

ARMA模型应包括平均/截距项？默认的是TRUE非差系列，它是有差异的ARIMA模型忽略。

参数：transform.pars

Logical.  If true, the AR parameters are transformed to ensure that they remain in the region of stationarity.

Not used for method = "CSS".

逻辑。如果情况属实，AR参数的改变，以确保它们保持在平稳的区域。不习惯method = "CSS"。

参数：fixed

optional numeric vector of the same length as the total number of parameters.  If supplied, only NA entries

in fixed will be varied.  transform.pars = TRUE will be overridden (with a warning) if any AR parameters