I am trying to use auto.arima on a timeseries. Now I need to know the order of the arima that has been selected. The return value is of type ARIMA, which doesn't hold the order anywhere. (or am I missing the values). Given in code snippet and the output attributes. (This is same as in R Documentation)
double[] list1 = {0, 0, 2, 1, 2, 10, 21, 0, 0, 3, 6, 5, 11, 51, 0, 11, 8, 6, 24, 25, 104, 0, 0, 6, 4, 5, 25, 71};
rconnection.assign("myData1", list1);
rconnection.eval("timeSeries1 <- ts(myData1,start=1,frequency="+staticBookingStage+")");
REXP fc = rconnection.eval("fitModel1 <- auto.arima(timeSeries1)");
System.out.println( fc.asList().names);
Output
[coef, sigma2, var.coef, mask, loglik, aic, arma, residuals, call, series, code, n.cond, nobs, model, bic, aicc, x, fitted]
Use the arimaorder() function:
library(forecast)
fit <- auto.arima(WWWusage)
arimaorder(fit)
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