ARIMA Model Object
DESCRIPTION:
These are objects of class
"arima"
.
They represent the Maximum Likelihood fit of an ARIMA model.
GENERATION :
This class of objects is returned from the
arima.mle
function.
METHODS :
The
"arima"
class of objects
currently has methods for the following generic functions:
coef
,
residuals
,
fitted
,
plot
,
predict
,
print
,
summary
.
STRUCTURE :
The following components must be present in a legitimate
"arima"
object:
model
the same as the input model
with the estimated coefficients substituted in the components
ar
and
ma
.
var.coef
the variance-covariance matrix for the autoregressive
and moving average coefficients.
loglik
-2 times the log likelihood of the model (up to a constant factor).
aic
Akaike's information criteria,
which is
loglik
plus 2 times the number of parameters fit.
sigma2
the estimated innovations variance.
n.used
the number of observations used to compute the likelihood.
n.cond
the number of observations on which the likelihood is conditioned.
reg.coef
the estimated regression coefficients (returned if
xreg
is provided).
converged
if the optimizer has apparently successfully converged to a minimum,
then
converged
is
TRUE
; otherwise
converged
is
FALSE
.
conv.type
a character string describing the type of convergence.
series
a character string giving the name of
x
, including transformations.
reg.series
a character string giving the name of
xreg
, including transformations
(only returned if
xreg
is provided).
SEE ALSO:
,
,
,
,
,
,
.