diff options
Diffstat (limited to 'man')
| -rw-r--r-- | man/armax.Rd | 23 | ||||
| -rw-r--r-- | man/arx.Rd | 2 |
2 files changed, 16 insertions, 9 deletions
diff --git a/man/armax.Rd b/man/armax.Rd index a513fb9..82f19ed 100644 --- a/man/armax.Rd +++ b/man/armax.Rd @@ -4,11 +4,13 @@ \alias{armax} \title{Estimate ARMAX Models} \usage{ -armax(x, order = c(0, 1, 1, 0)) +armax(x, order = c(0, 1, 1, 0), options = optimOptions()) } \arguments{ \item{x}{an object of class \code{idframe}} +\item{options}{Estimation Options, setup using \code{\link{optimOptions}}} + \item{order:}{Specification of the orders: the four integer components (na,nb,nc,nk) are the order of polynolnomial A, order of polynomial B + 1, order of the polynomial C,and the input-output delay respectively} @@ -17,16 +19,21 @@ armax(x, order = c(0, 1, 1, 0)) An object of class \code{estpoly} containing the following elements: \tabular{ll}{ - \code{coefficients} \tab an \code{idpoly} object containing the - fitted coefficients \cr + \code{sys} \tab an \code{idpoly} object containing the + fitted ARMAX coefficients \cr \code{fitted.values} \tab the predicted response \cr \code{residuals} \tab the residuals \cr - \code{vcov} \tab the covariance matrix of the fitted coefficients\cr - \code{sigma} \tab the standard deviation of the innovations\cr - \code{df} \tab the residual degrees of freedom \cr + \code{input} \tab the input data used \cr \code{call} \tab the matched call \cr - \code{time} \tab the time of the data used \cr - \code{input} \tab the input data used + \code{stats} \tab A list containing the following fields: + \tabular{ll}{ + \code{vcov} \tab the covariance matrix of the fitted coefficients\cr + \code{sigma} \tab the standard deviation of the innovations + } \cr + \code{options} \tab Option set used for estimation. If no + custom options were configured, this is a set of default options. \cr + \code{termination} \tab Termination conditions for the iterative + search used for prediction error minimization. } } \description{ @@ -50,7 +50,7 @@ using the \code{\link{detrend}} function. \examples{ data(arxsim) model <- arx(data,c(2,1,1)) -summary(model) # obtain estimates and their covariances +model plot(model) # plot the predicted and actual responses } \references{ |