Five Best ARIMA Models
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.
fivebestmdl(x)
x |
object of class |
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
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.
m <- seas(AirPassengers) fivebestmdl(m)
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