[R] arima time series in R

[Aakanksha Dahiya01]

I am just performing arima time series analysis here.. and package used is "forecast".  I am just not  able what is ar1,ma1 and ma2.

-----Original Message-----
From: Prof Brian Ripley [mailto:ripley at stats.ox.ac.uk] 
Sent: Friday, June 07, 2013 5:29 PM
To: Aakanksha Dahiya01
Cc: r-help at r-project.org
Subject: Re: [R] arima time series in R

On 07/06/2013 12:21, Aakanksha Dahiya01 wrote:
>
> Hi
>
> Could just anyone explain me the coefficients in the output of arima 
> model

The person who wrote the help page already did, but that is hardly 'just anyone'.

> timeseriesarima <- arima(series, order=c(1,1,2))
>> timeseriesarima
> Series: series
> ARIMA(1,1,2)
>
> Coefficients:
>           ar1      ma1     ma2
>        0.9744  -1.7695  0.7873
> s.e.  0.0310   0.0481  0.0426
>
> sigma^2 estimated as 337.4:  log likelihood=-1096.03
> AIC=2200.07   AICc=2200.23   BIC=2214.2

That is not from arima in package stats, so you need to follow the posting guide to tell us whose wrapper it is and hence which help page to read.  (Possibly package TSA.)

>
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>
> ______________________________________________
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> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.

That does mean you.



-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
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