Time Series Analysis Package
Optional Arguments
You can also specify the following arguments, separated by commas. If you want to use a default value for any of these arguments, enter a space for it.
- dif
specifies either an array of positive integers or a positive integer that is used for differencing. The default value is 0.
- 'method'
specifies the method of tentative order selection.
You can specify the following values within single quotation marks:
- ESACF
specifies the extended sample autocorrelation function.
- MINIC
specifies the minimum information criterion.
- SCAN
specifies the squared canonical correlations.
The default value is MINIC.
- p
specifies the autoregressive order range, where p is an array of two nonnegative integers that define the minimum and maximum values.
By default, p is the array [0,5].
- q
specifies the moving average order range, where q is an array of two nonnegative integers that define the minimum and maximum values.
By default, q is the array [0,5].
- perror
specifies the autoregressive orders used to estimate the error series for the MINIC method, where perror is an array of two nonnegative integers that define the minimum and maximum values.