# armafit The default ARMA estimation function is somewhat unfriendly. Most notably, it throws students off by calling something an "intercept" when it's actually the mean. Example usage: ``` f <- armafit(x, 1, 1) # Estimate ARMA(1,1) model of x f <- armafit(x, 1) # Estimate AR(1) model of x f <- armafit(x, ma=4) # Estimate MA(4) model of x f <- armafit(x, 3, 2) f <- armafit(x, ar=2) ``` **Print the coefficients** ``` f$par ``` Notes: - There's no standard error reported for the intercept. - This really is the intercept, not the mean, as reported by `arima`. **Make predictions** ``` predict(f, 12) # Horizon 1-12 predictions ``` **Fitted values** ``` f$fitted ``` **Residuals** ``` f$residuals ``` **Compatibility with Arima objects** The output is fully compatible with an Arima object. You can use it as an argument with any function expecting Arima output. Examples: ``` AIC(f) # Calls the function for Arima object BIC(f) ```
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