arima2 (Q5979982): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Removed claims
Added link to MaRDI item.
 
(2 intermediate revisions by 2 users not shown)
Property / programmed in
 
Property / programmed in: R / rank
 
Normal rank
Property / depends on software
 
Property / depends on software: R / rank
 
Normal rank
Property / depends on software: R / qualifier
 
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI software profile / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 20:10, 12 March 2024

Likelihood Based Inference for ARIMA Modeling
Language Label Description Also known as
English
arima2
Likelihood Based Inference for ARIMA Modeling

    Statements

    0 references
    Estimating and analyzing auto regressive integrated moving average (ARIMA) models. The primary function in this package is arima(), which fits an ARIMA model to univariate time series data using a random restart algorithm. This approach frequently leads to models that have model likelihood greater than or equal to that of the likelihood obtained by fitting the same model using the arima() function from the 'stats' package. This package enables proper optimization of model likelihoods, which is a necessary condition for performing likelihood ratio tests. This package relies heavily on the source code of the arima() function of the 'stats' package. For more information, please see Jesse Wheeler and Edward L. Ionides (2023) <arXiv:2310.01198>.
    0 references
    16 November 2023
    0 references
    3.0.1
    5 October 2023
    0 references
    3.1.0
    16 November 2023
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references