ArimaR

Syntax

ArimaR(Input: ITimeSeries,
       Period: IMsPeriod,
       NotSeasonalIAR: Integer,
       NotSeasonalIMA: Integer,
       NotSeasonalDIFF: Integer,
       ConstantValue: Variant,
       SeasonalAR: Integer,
       SeasonalMA: Integer,
       SeasonalDiff: Integer,
       SeasonalPeriod: Integer,
       MaxIteration: Integer,
       Precision: Double,
       Casewise: MsCasewise)

Parameters

Input. Output variable

Period. Period, at which the method is calculated. If the parameter value is Null, the method is calculated at the entire time period

NotSeasonalIAR. Non-seasonal autoregression order

NotSeasonalIMA. Non-seasonal moving average order

NotSeasonalDIFF. Non-seasonal difference order

ConstantValue. Constant used in calculations

SeasonalAR. Seasonal regression order. Optional parameter. By default the parameter is 0

SeasonalMA. Seasonal moving average order. Optional parameter. By default the parameter is 0

SeasonalDiff. Seasonal difference order. Optional parameter. By default the parameter is 1

SeasonalPeriod. Duration of seasonal period. Optional parameter. By default the parameter is 0

MaxIteration. Maximum number of iterations, in which the optimal decision must be found. Optional parameter. By default the parameter is set to 500

Precision. Calculation accuracy. Optional parameter. By default the parameter is set to 0.0001

Casewise. Missing data treatment method. Optional parameter. By default parameter is set to MsCasewise.No - missing data treatment is not used.

Description

It models series values using the ARIMA method.

Comments

Integration with R must be set up in the repository to use this method. For more details about integration setup see the How to Set Up Integration with R? section.

ConstantValue. The constant value can be determined by the user or estimated automatically. Use the Estimate function, to estimate values automatically. If the model must be calculated without constant, use the None function.

Example

Formula	Result	Application
= ArimaR({Chicago - population[t]}, SetPeriod(2000, 2015), 0, 1, 1, Estimate)	For the Chicago - population[t] time the ARIMA method will be calculated by the following parameters: calculation period - 2000-2015, order of non-seasonal autoregression is equal to 0, order of non-seasonal moving average is 1, order of non-seasonal difference is 1, constant value is estimated automatically using the Estimate function. Calculation is executed using the R package.	It can be used in formulas of calculated series of time series database and in formulas of attribute-based models of modeling container.
= ArimaR(X1,Null, 0, 0, 1, 2.7, 0, 0, 1, 0, 500, 0.0001, MsCasewise.Yes)	The ARIMA method is calculated for the X1 factor with the following parameters: orders of non-seasonal autoregression and non-seasonal moving average are not defined, order of non-seasonal difference is 1, constant value is equal to 2.7, the Casewise method is used for missing data treatment. Calculation is executed using the R package.	It can be used in model variable-based formulas of modeling container.