Tuning Parameters for ARIMA Models
Arguments
- range
A two-element vector holding the defaults for the smallest and largest possible values, respectively. If a transformation is specified, these values should be in the transformed units.
- trans
A
trans
object from thescales
package, such asscales::log10_trans()
orscales::reciprocal_trans()
. If not provided, the default is used which matches the units used inrange
. If no transformation,NULL
.
Details
The main parameters for ARIMA models are:
non_seasonal_ar
: The order of the non-seasonal auto-regressive (AR) terms.non_seasonal_differences
: The order of integration for non-seasonal differencing.non_seasonal_ma
: The order of the non-seasonal moving average (MA) terms.seasonal_ar
: The order of the seasonal auto-regressive (SAR) terms.seasonal_differences
: The order of integration for seasonal differencing.seasonal_ma
: The order of the seasonal moving average (SMA) terms.