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:

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