从auto.arima()打印拟合的模型对象包括诸如
"带漂移的ARIMA(2,1,0)"之类的线,
这将是包括在描述拟合模型的sweave(或其他)输出中的一个很好的项目.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) …