arimaorder {forecast}R Documentation

Return the order of an ARIMA or ARFIMA model

Description

Returns the order of a univariate ARIMA or ARFIMA model.

Usage

arimaorder(object)

Arguments

object

An object of class "Arima", "ar" or "fracdiff". Usually the result of a call to arima, Arima, auto.arima, ar, arfima or fracdiff.

Value

A numerical vector giving the values p, d and q of the ARIMA or ARFIMA model. For a seasonal ARIMA model, the returned vector contains the values p, d, q, P, D, Q and m, where m is the period of seasonality.

Author(s)

Rob J Hyndman

See Also

ar, auto.arima, Arima, arima, arfima.

Examples

arimaorder(auto.arima(WWWusage))
[Package forecast version 8.0 Index]