Estimate SARIMA Model
Arguments
- x
a univariate time series.
- order
vector specifying of the non-seasonal part of the ARIMA model: the AR order, the degree of differencing, and the MA order.
- seasonal
specification of the seasonal part of the ARIMA model and the seasonal frequency (by default equals to
frequency(x)
). Either a list with componentsorder
andperiod
or a numeric vector specifying the seasonal order (the default period is then used).- mean
should the SARIMA model include an intercept term.
- xreg
vector or matrix of external regressors.
- eps
precision.