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fivebestmdl

Five Best ARIMA Models


Description

Returns the five best models as chosen by the BIC criterion. It needs the automdl spec to be activated (default). If it is not activated, the function tries to re-evaluate the model with the automdl spec activated.

Usage

fivebestmdl(x)

Arguments

x

object of class "seas"

References

Vignette with a more detailed description: http://www.seasonal.website/seasonal.html

Comprehensive list of R examples from the X-13ARIMA-SEATS manual: http://www.seasonal.website/examples.html

Official X-13ARIMA-SEATS manual: https://www.census.gov/ts/x13as/docX13ASHTML.pdf

See Also

seas() for the main function.

series(), for universal X-13 output extraction.

plot.seas(), for diagnostical plots.

out(), for accessing the full output of X-13ARIMA-SEATS.

Examples

m <- seas(AirPassengers)
fivebestmdl(m)

seasonal

R Interface to X-13-ARIMA-SEATS

v1.8.2
GPL-3
Authors
Christoph Sax [aut, cre] (<https://orcid.org/0000-0002-7192-7044>), Dirk Eddelbuettel [ctb] (<https://orcid.org/0000-0001-6419-907X>)
Initial release
2021-03-23

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