arima(TSA)
arima()所属R语言包：TSA
Fitting an ARIMA model with Exogeneous Variables
与外生变量的ARIMA模型拟合
译者：生物统计家园网 机器人LoveR
描述----------Description----------
This function is identical to the arimax function which builds on and extends the capability of the arima function in R stats by allowing the incorporation of transfer functions, and innovative and additive outliers. For backward compatitibility, the function is also named arima. Note in the computation of AIC, the number of parameters excludes the noise variance. This function is heavily based on the arima function of the stats core
此功能是相同的arimax函数的基础上，通过允许将传递函数和延伸的能力的ARIMA在R统计功能，和创新和添加剂离群值。对于向后compatitibility，功能也称为自回归 - 求和 - 移动平均“。注意AIC的计算中，参数的数目不包括噪声的方差。此功能在很大程度上基于华宇的统计核心功能
用法----------Usage----------
arima(x, order = c(0, 0, 0), seasonal = list(order = c(0, 0, 0), period = NA),
xreg = NULL, include.mean = TRUE, transform.pars = TRUE, fixed = NULL,
init = NULL, method = c("CSS-ML", "ML", "CSS"), n.cond, optim.control = list(),
kappa = 1e+06, io = NULL, xtransf, transfer = NULL)
参数----------Arguments----------
参数：x
time series response
时间序列响应
参数：order
regular ARIMA order
定期ARIMA秩序
参数：seasonal
seasonal ARIMA order
季节性ARIMA顺序
参数：xreg
a dataframe containing covariates
一个数据框包含协变量
参数：include.mean
if true, an intercept term is incorporated in the model; applicable only to stationary models.
如果情况属实，截距项纳入模型中，只适用于固定式。
参数：transform.pars
if true, the AR parameters are transformed to ensure stationarity
如果属实，AR参数的改革，以确保平稳
参数：fixed
a vector indicating which coefficients are fixed or free
的矢量，指示哪些系数是固定的或自由
参数：init
initial values
初始值
参数：method
estimation method
估计方法
参数：n.cond
number of initial values to be conditioned on in a conditional analysis
初始值数为条件，在条件分析
参数：optim.control
control parameters for the optimization procedure
控制参数的优化过程
参数：kappa
prior variance; used in dealing with initial values
先验方差，用于在处理与初始值
参数：
All of the above parameters have the same usage as those in the arima function. Please check the help manual of the arima function. Below are new options.
所有的上述参数有相同的使用的那些在ARIMA函数。请帮助手册中的ARIMA功能。下面是新的选择。
参数：io
a list of time points at which the model may have an innovative outlier. The time point of the outlier can be given either as absolute time point or as c(a,b), i.e. at the b-th 'month' of the a-th 'year' where each year has frequency(x) months, assuming x is a time series.
一个列表的时间点，在该模型具有创新性的异常值。离群值的时间点，可以给定为绝对时间点或为c（一，二），即在第b“一个月”的第a年，其中每年有频率（x）的个月内，假设x是一个时间系列。
参数：xtransf
xtranf is a matrix with each column containing a covariate that affects the time series response in terms of an ARMA filter of order (p,q), i.e. if Z is one such covariate, its effect on the time series is (theta_0+theta_1B+...+theta_{q-1}B^{q-1})/(1-phi_1 B -...-phi_p B^p) Z_t In particular, if p=0 and q=1, this specifies a simple regression relationship, which should be included in xreg and not here. Note that the filter starts with zero initial values. Hence, it is pertinent to mean-delete each distributed-lag covariate, and this is not done automatically.
xtranf是一个矩阵，其中的每一列含有协变量影响的ARMA顺序（p，q）的过滤器，即在时间序列响应，如果Z是一个这样的协变量的时间序列上的，它的效果是(theta_0+theta_1B+...+theta_{q-1}B^{q-1})/(1-phi_1 B -...-phi_p B^p) Z_t特别是，如果p=0和q=1，这指定了一个简单的回归关系，其中应包含在XREG而不是在这里。请注意，该滤波器具有零初始值开始。因此，它是相关的意味着删除每个分布式滞后协变量，这不是自动完成的。
参数：transfer
a list consisting of the ARMA orders for each transfer (distributed lag) covariate.
ARMA订单为每个传输分布滞后协组成的列表。
值----------Value----------
An Arimax object contining the model fit.
Arimax对象，陆模型拟合。
（作者）----------Author(s)----------
Kung-Sik Chan, based on the R codes of the arima function in R stats
written by Brian Ripley
参见----------See Also----------
arima
arima
实例----------Examples----------
data(hare)
arima(sqrt(hare),order=c(3,0,0))
转载请注明:出自 生物统计家园网(http://www.biostatistic.net)。
注：
注1：为了方便大家学习，本文档为生物统计家园网机器人LoveR翻译而成，仅供个人R语言学习参考使用，生物统计家园保留版权。
注2：由于是机器人自动翻译，难免有不准确之处，使用时仔细对照中、英文内容进行反复理解，可以帮助R语言的学习。
注3：如遇到不准确之处，请在本贴的后面进行回帖，我们会逐渐进行修订。
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发表于 2012-10-1 12:20:32
