Count the number of parameters in an ARIMA model specification.

Description

Count the number of parameters in an ARIMA model specification. When arima==FALSE, just the AR and MA parameters are counted. When arima==TRUE, then the number of difference parameters are also included.

Usage

npar.arma(x, arima=FALSE)
npar.sarma(model, arima=FALSE)
npar.rarma(arma, arima=FALSE)

Arguments

Value

A scalar number giving the count.

Author(s)

Richard M. Heiberger (rmh@temple.edu)

Examples

co2.arima <-
  if.R(s=
       arima.mle(co2, list(list(order=c(0,1,1)),
                           list(order=c(0,1,1), period=12)))
       ,r=
       arima(co2, 
             order=c(0,1,1),
             seasonal=list(order=c(0,1,1), period=12))
       )

npar.arma(co2.arima)

npar.arma(co2.arima, arima=TRUE)

npar.sarma(list(list(order=c(0,1,1)),
                list(order=c(0,1,1), period=12)))

npar.sarma(list(list(order=c(0,1,1)),
                list(order=c(0,1,1), period=12)),
           arima=TRUE)

if.R(s={},
     r=npar.rarma(co2.arima$arma)
)
if.R(s={},
     r=npar.rarma(co2.arima$arma,
           arima=TRUE)
)

Results

R version 3.3.1 (2016-06-21) -- "Bug in Your Hair"
Copyright (C) 2016 The R Foundation for Statistical Computing
Platform: x86_64-pc-linux-gnu (64-bit)

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Type 'demo()' for some demos, 'help()' for on-line help, or
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> library(HH)
Loading required package: lattice
Loading required package: grid
Loading required package: latticeExtra
Loading required package: RColorBrewer
Loading required package: multcomp
Loading required package: mvtnorm
Loading required package: survival
Loading required package: TH.data
Loading required package: MASS

Attaching package: 'TH.data'

The following object is masked from 'package:MASS':

    geyser

Loading required package: gridExtra
> png(filename="/home/ddbj/snapshot/RGM3/R_CC/result/HH/npar.arma.Rd_%03d_medium.png", width=480, height=480)
> ### Name: npar.arma
> ### Title: Count the number of parameters in an ARIMA model specification.
> ### Aliases: npar.arma npar.rarma npar.sarma
> ### Keywords: ts
> 
> ### ** Examples
> 
> co2.arima <-
+   if.R(s=
+        arima.mle(co2, list(list(order=c(0,1,1)),
+                            list(order=c(0,1,1), period=12)))
+        ,r=
+        arima(co2, 
+              order=c(0,1,1),
+              seasonal=list(order=c(0,1,1), period=12))
+        )
> 
> npar.arma(co2.arima)
[1] 2
> 
> npar.arma(co2.arima, arima=TRUE)
[1] 4
> 
> npar.sarma(list(list(order=c(0,1,1)),
+                 list(order=c(0,1,1), period=12)))
[1] 2
> 
> npar.sarma(list(list(order=c(0,1,1)),
+                 list(order=c(0,1,1), period=12)),
+            arima=TRUE)
[1] 4
> 
> if.R(s={},
+      r=npar.rarma(co2.arima$arma)
+ )
[1] 2
> if.R(s={},
+      r=npar.rarma(co2.arima$arma,
+            arima=TRUE)
+ )
[1] 4
> 
> 
> 
> 
> 
> 
> dev.off()
null device 
          1 
>