[R] arima time series in R

[Prof Brian Ripley]

On 07/06/2013 12:21, Aakanksha Dahiya01 wrote:
>
> Hi
>
> Could just anyone explain me the coefficients in the output of arima model

The person who wrote the help page already did, but that is hardly 'just 
anyone'.

> timeseriesarima <- arima(series, order=c(1,1,2))
>> timeseriesarima
> Series: series
> ARIMA(1,1,2)
>
> Coefficients:
>           ar1      ma1     ma2
>        0.9744  -1.7695  0.7873
> s.e.  0.0310   0.0481  0.0426
>
> sigma^2 estimated as 337.4:  log likelihood=-1096.03
> AIC=2200.07   AICc=2200.23   BIC=2214.2

That is not from arima in package stats, so you need to follow the 
posting guide to tell us whose wrapper it is and hence which help page 
to read.  (Possibly package TSA.)

>
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>
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> and provide commented, minimal, self-contained, reproducible code.

That does mean you.



-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
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