Question

从auto.arima（）打印适合的模型对象包括诸如
的行 “漂移的ARIMA（2,1,0）”，
这将是一个很好的项目，包括说明拟合模型的sweave（或其他）输出。是否可以将该行提取为块？在这一点上，我所做的最好的是从arma组件中提取适当的顺序（可能与拟合模型的系数名称相关联，例如“with drift”或“with non-zero mean”。）

# R 3.0.2 x64 on Windows, forecast 5.3 
library(forecast)  
y <- ts(data = c(-4.389, -3.891, -4.435, -5.403, -2.501, -1.858, -4.735, -1.085, -2.701, -3.908, -2.520, -2.009, -6.961, -2.891, -0.6791, -1.459, -3.210, -2.178, -1.972, -1.207, -1.376, -1.355, -1.950, -2.862, -3.475, -1.027, -2.673, -3.116, -1.290, -1.510, -1.736, -2.565, -1.932, -0.8247, -2.067, -2.148, -1.236, -2.207, -1.120, -0.6152), start = 1971, end = 2010)  
fm <- auto.arima(y)  
fm  

# what I want is the line: "ARIMA(2,1,0) with drift`"  

str(fm)  
paste("ARIMA(", fm$arma[1], ",", fm$arma[length(fm$arma)-1], ",", fm$arma[2], ") with ",intersect("drift", names(fm$coef)), sep = "")

Answer 1

检查auto.arima函数，我注意到它在内部调用另一个名为arima.string的函数。

然后我做了：

getAnywhere(arima.string)

，输出结果为：

A single object matching ‘arima.string’ was found
It was found in the following places
namespace:forecast
with value

function (object) 
{
order <- object$arma[c(1, 6, 2, 3, 7, 4, 5)]
result <- paste("ARIMA(", order[1], ",", order[2], ",", order[3], 
    ")", sep = "")
if (order[7] > 1 & sum(order[4:6]) > 0) 
    result <- paste(result, "(", order[4], ",", order[5], 
        ",", order[6], ")[", order[7], "]", sep = "")
if (is.element("constant", names(object$coef)) | is.element("intercept", 
    names(object$coef))) 
    result <- paste(result, "with non-zero mean")
else if (is.element("drift", names(object$coef))) 
    result <- paste(result, "with drift        ")
else if (order[2] == 0 & order[5] == 0) 
    result <- paste(result, "with zero mean    ")
else result <- paste(result, "                  ")
return(result)

}

然后我复制了功能代码并将其粘贴到一个名为arima.string1

的新函数中

arima.string1(fm)

# [1] "ARIMA(2,1,0) with drift        "

Answer 2

今天我发现我所寻找的文本块也存储在拟合模型对象的预测中：

forecast(fm)$method

感谢Fernando正确标记我的问题，感谢Davide提供了一对有用的见解 - getAnywhere（）和arima.string（）可以进行修改。

提取ARIMA规范

2 个答案: