Fit an ARIMA model

Fit an ARIMA model

Usage

fit_arima(x, tau, ...)

Arguments

x

A time series

tau

a set of indices representing a changepoint set

...

currently ignored

Value

A mod_cpt object.

Details

Fits an ARIMA model using stats::arima().

See also

changepointGA::ARIMA.BIC()

Other model-fitting: fit_lmshift(), fit_meanshift(), fit_meanvar(), fit_nhpp(), model_args(), model_name(), new_fun_cpt(), whomademe()

Examples

# Fit a mean-variance model
fit_arima(CET, tau = c(42, 330))
#> ℹ Model: A arima  model with 3 region(s).
#> → Each region has 2 parameter(s).
#> → The model has 0 global parameter(s).