Specification

Create regression models with stationary or nonstationary errors

Start Here

Specify a time series regression model before simulating, forecasting, or fitting models to data. Use regARIMA to specify the regression model that best describes the relationship between the response and predictors, and the ARIMA error model that best describes the dynamics of the disturbances.

Classes

regARIMA Create regression model with ARIMA time series errors

Functions

impulse Impulse response of regression model with ARIMA errors
arima Convert regression model with ARIMA errors to ARIMAX model
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