📄 arima-model.html
字号:
<html><head><title>ARIMA-Model</title></head><body bgcolor=white><h1 align=center>Description of the program: <font color=Blue>arima-model</font></h1><hr>This program fits (by means of least squares) an autoregressiveintegrated moving average(ARIMA) model to the possiblymultivariate data. <br>As a first step a AR model is fitted to give a first guess of theresiduals which enter the MA part. With these residuals the full ARIMAis fitted. This fit is repeated until convergence of the residuals isreached or a maximum number of iterations was performed.<br>Note that no attempt has been made to generate a <em>stable</em> model.<hr><h2 align=center>Usage:</h2><center><font color=Red>arima-model [Options]</font><p>Everything not being a valid option will be interpreted as a potential datafile name. Given no datafile at all, means read stdin. Also <font color=Red>-</font> means stdin<p>Possible options are:<p><table border=2><tr><th>Option<th>Description<th>Default</tr><tr><th>-l#<td>number of data to use<td>whole file</tr><tr><th>-x#<td>number of lines to be ignored<td>0</tr><tr><th>-m#<td>dimension of the vectors<td>1</tr><tr><th>-c#<td><a href=../general.html#column>column to be read</a><td>1,...,dimension of the vectors</tr><tr><th>-p#<td>order of the initial AR-model<td>10</tr><tr><th>-P#<td>order of the AR,I,MA model<td>0,0,0 (means it just does the initial AR Modeling)</tr><tr><th>-I#<td> max. number of iterations of the ARIMA Fit<td>50</tr><tr><th>-e#<td>required accuracy of the ARIMA convergence<td>0.001</tr><tr><th>-s#<td>length of iterated data set<td>no iteration</tr><tr><th>-o#<td><a href=../general.html#outfile>output file name</a><td>without file name: 'datafile'.ari<br>(or stdin.ari if stdin was used)<br>if no -o is given stdout is used</tr><tr><th>-V#<td><a href=../general.html#verbosity>verbosity level</a><br> 0: only panic messages<br> 1: add input/output messages<br> 2: print residuals though iterating a model<br> 4: print original data + residuals <td>1</tr><tr><th>-h<td>show these options<td>none</tr></table></center><hr><h2 align=center>Description of the Output:</h2>If <font color=blue>P</font> is not given:<br>The first line contains the forecast error averaged over allcomponents. The second line contains the average forecast errors forall components individually. The third line contains theLog-likelihood and the AIC values of the fit. The next <fontcolor=blue>p*m</font> lines contain the fitted ar coefficients and therest of the file are either the residuals of the fit or a simulatednew trajectory.<p>If <font color=blue>P</font> is given:<br>The first lines (marked #iteration xxx) show the convergence of theresiduals of the ARIMA fit. The rest of the files is like in the abovecase.</p><hr>View the <a href="../../source_c/arima-model.c">C-sources</a><hr><a href=../contents.html>Table of Contents</a> * <a href="../../index.html" target="_top">TISEAN home</a></body></html>⌨️ 快捷键说明
复制代码
Ctrl + C
搜索代码
Ctrl + F
全屏模式
F11
切换主题
Ctrl + Shift + D
显示快捷键
?
增大字号
Ctrl + =
减小字号
Ctrl + -