Function arima

Parameters

• y: ArrayLike<number | null | undefined>
• Optionaloptions: {
      confidence?: number;
      d?: number;
      horizon?: number;
      includeMean?: boolean;
      method?: "CSS" | "CSS-ML" | "ML";
      p?: number;
      q?: number;
      seasonal?: { D?: number; P?: number; period: number; Q?: number };
      transfer?: {
          delay?: number;
          delta?: number;
          omega?: number;
          x: ArrayLike<number>;
          xFuture?: ArrayLike<number>;
      }[];
      xreg?: ArrayLike<ArrayLike<number>>;
      xregFuture?: ArrayLike<ArrayLike<number>>;
  }

  • Optionalconfidence?: number

  • Optionald?: number

  • Optionalhorizon?: number

  • OptionalincludeMean?: boolean

  • Optionalmethod?: "CSS" | "CSS-ML" | "ML"

  • Optionalp?: number

  • Optionalq?: number

  • Optionalseasonal?: { D?: number; P?: number; period: number; Q?: number }

  • Optionaltransfer?: {
        delay?: number;
        delta?: number;
        omega?: number;
        x: ArrayLike<number>;
        xFuture?: ArrayLike<number>;
    }[]

    Transfer-function inputs: ω(B)BᵇX / (1−δ(B)); noise remains ARMA.

  • Optionalxreg?: ArrayLike<ArrayLike<number>>

  • OptionalxregFuture?: ArrayLike<ArrayLike<number>>