arima_ts
fits an arima model using arima
arfima_ts
fits a step-wise fractionally differenced
auto-arima using arfima
autoarima_one_step
uses auto.arima
to
fit an ARIMA model and make a single one-step forecast.
arfima_one_step
uses arfima
to
fit an fractionally-differentiated ARIMA model and make a single one-step
forecast.
arima_ts(timeseries, num_ahead = 5, level = 95, order = c(1, 0, 0)) arfima_ts(timeseries, num_ahead = 5, level = 95) autoarima_one_step(timeseries, level = 95, ...) arfima_one_step(timeseries, level = 95, ...)
timeseries | the time series to forecast |
---|---|
num_ahead | the number of points at the end of the time series to forecast |
level | Confidence level for prediction intervals. |
order | A specification of the non-seasonal part of the ARIMA model: the three integer components \((p, d, q)\) are the AR order, the degree of differencing, and the MA order. |
... | arguments to pass to |
a data.frame of the mean forecasts, the observed values, and the lower and upper CI levels (if an error occurs, then just NA values)