R arima()

1 개요

R arima()

• ARIMA 모델링

arima(lh, c(1,0,1), n.cond=3)
## Call:
## arima(x = lh, order = c(1, 0, 1), n.cond = 3)
## 
## Coefficients:
##          ar1     ma1  intercept
##       0.4522  0.1982     2.4101
## s.e.  0.1769  0.1705     0.1358
## 
## sigma^2 estimated as 0.1923:  log likelihood = -28.76,  aic = 65.52

2 같이 보기

• ARIMA
• R ar()
• R tsdiag()
• R arima0()
• R arima.sim()
• R predict.Arima()

3 참고

• https://www.rdocumentation.org/packages/stats/versions/3.6.0/topics/arima