Sets up the necessary backend for the SARMA process.
SARMA(ar = 1, ma = 1, sar = 1, sma = 1, s = 12, sigma2 = 1)A vector or integer containing either the coefficients for \(\phi\)'s or the process number \(p\) for the Autoregressive (AR) term.
A vector or integer containing either the coefficients for \(\theta\)'s or the process number \(q\) for the Moving Average (MA) term.
A vector or integer containing either the coefficients for \(\Phi\)'s or the process number \(P\) for the Seasonal Autoregressive (SAR) term.
A vector or integer containing either the coefficients for \(\Theta\)'s or the process number \(Q\) for the Seasonal Moving Average (SMA) term.
A integer indicating the seasonal value of the data.
A double value for the standard deviation, \(\sigma\), of the SARMA process.
An S3 object with called ts.model with the following structure:
\(AR*p\), \(MA*q\), \(SAR*P\), \(SMA*Q\)
\(\sigma\)
Number of Parameters
String containing simplified model
y desc replicated x times
Depth of Parameters e.g. list(c(length(ar), length(ma), length(sar), length(sma), 1) )
Guess Starting values? TRUE or FALSE (e.g. specified value)
A variance is required since the model generation statements utilize randomization functions expecting a variance instead of a standard deviation unlike R.
# Create an SARMA(1,2)x(1,1) process
SARMA(ar = 1, ma = 2,sar = 1, sma =1)
# Creates an SARMA(1,1)x(1,1) process with predefined coefficients.
SARMA(ar=0.23, ma=0.4, sar = .3, sma = .3)