arima time series in R
I am just performing arima time series analysis here.. and package used is "forecast". I am just not able what is ar1,ma1 and ma2. -----Original Message----- From: Prof Brian Ripley [mailto:ripley at stats.ox.ac.uk] Sent: Friday, June 07, 2013 5:29 PM To: Aakanksha Dahiya01 Cc: r-help at r-project.org Subject: Re: [R] arima time series in R
On 07/06/2013 12:21, Aakanksha Dahiya01 wrote:
Hi Could just anyone explain me the coefficients in the output of arima model
The person who wrote the help page already did, but that is hardly 'just anyone'.
timeseriesarima <- arima(series, order=c(1,1,2))
timeseriesarima
Series: series
ARIMA(1,1,2)
Coefficients:
ar1 ma1 ma2
0.9744 -1.7695 0.7873
s.e. 0.0310 0.0481 0.0426
sigma^2 estimated as 337.4: log likelihood=-1096.03
AIC=2200.07 AICc=2200.23 BIC=2214.2
That is not from arima in package stats, so you need to follow the posting guide to tell us whose wrapper it is and hence which help page to read. (Possibly package TSA.)
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That does mean you.
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