user1637285
user1637285

Reputation: 1

Trouble with seasonal argument of arima function in R

Here's my code:

arimafit <- arima(x1, order = c(5,1,5), seasonal = list(order = c(0,1,0)))

fcast1 <- forecast(arimafit,50)

summary(fcast1)

and the result is:

Forecast method: ARIMA(5,1,5)                   

Model Information:

Series: x1 

ARIMA(5,1,5)  

That is, it doesn't seam to be using the seasonal argument. I've done plenty of googling and playing around with the argument to no avail. Any help would be appreciated

Upvotes: 0

Views: 495

Answers (1)

Rob Hyndman
Rob Hyndman

Reputation: 31800

The seasonal argument also needs the period to be specified if the frequency of x1 is not already set. Read the help function for arima().

Upvotes: 3

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