CODEWITHSUNDEEP
rtime-seriesarima
jackDanielle
jackDanielle

Reputation: 184

R assign the output from auto.arima function to a variable

I'm analyzing time series data which is based on a data frame that has dates, products, and price. In the data frame, it gives price of each product for each date. I am trying to forecast the price of each product using ARIMA.

I've made multiple sub-dataframes for each product and ran auto.arima() to find the AR and MA of the time series data of each product. I found out that each product has different AR and MA.

What I'm trying to do is making a loop that runs for the number of products and forecast the price of each product a week ahead. Since each product data has different outputs from auto.arima(), I need a function that assigns the output from auto.arima() to three variables (one for AR, one for MA, and one for difference order). How can I do this?

Thank you in advance!

Upvotes: 0

Views: 154

Answers (1)

AlexB
AlexB

Reputation: 3269

a <- auto.arima(mtcars$qsec)

Use forecast::arimaorder(a) to extract AR, I, MA terms.

# p d q 
# 0 1 1

Upvotes: 1

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