Seasonal ARIMA model (Box-Jenkins)
Usage
sarima_model(
name = "sarima",
period,
phi = NULL,
d = 0,
theta = NULL,
bphi = NULL,
bd = 0,
btheta = NULL
)Arguments
- name
name of the model.
- period
period of the model.
- phi
coefficients of the regular auto-regressive polynomial (\(1 + \phi_1B + \phi_2B + ...\)). True signs.
- d
regular differencing order.
- theta
coefficients of the regular moving average polynomial (\(1 + \theta_1B + \theta_2B + ...\)). True signs.
- bphi
coefficients of the seasonal auto-regressive polynomial. True signs.
- bd
seasonal differencing order.
- btheta
coefficients of the seasonal moving average polynomial. True signs.