[−][src]Module arima::estimate
Functions
| fit | Fit an ARIMA model. Returns the fitted coefficients. This method uses the L-BFGS algorithm and the conditional sum of squares (CSS) as the objective function. |
| residuals | Calculate residuals given a time series, an intercept, and ARMA parameters
phi and theta. Any differencing and centering should be done before.
Squaring and summing the residuals yields the conditional sum of squares (CSS),
which can be used as an objective function to estimate the AR and MA parameters.
The variance can be then estimated via |