# ?arima 后得到:
arima(x, order = c(0, 0, 0),
seasonal = list(order = c(0, 0, 0), period = NA),
xreg = NULL, include.mean = TRUE,
transform.pars = TRUE,
fixed = NULL, init = NULL,
method = c("CSS-ML", "ML", "CSS"),
n.cond, optim.method = "BFGS",
optim.control = list(), kappa = 1e6)
请教老师,有关 seasonal = list(order = c(0, 0, 0), period = NA) 中的order 向量中的三个数字的意义,这三个数代表什么呢? 谢谢了。
看讲义中老师拟合 (1-B)(1-B^4)x_t =(1- 0.678)(1-0.314B^4)a_t 中用到的是:
(airmod2=arima(xt[1:76],order=c(0,1,1),seasonal=list(order=c(0,1,1),period=4)
看不大懂,麻烦请老师指教,谢谢了!