If regressors are included (via xreg), this is ignored. Otherwise, no constant or mean term is included in the model. These two conditions may be overridden (i.e., no constant will be included in the model) by setting this to TRUE e.g., sarima(x,1,1,0,no.constant=TRUE). If there is differencing of order one (either d = 1 or D = 1, but not both), a constant term is included in the model. In particular, if there is no differencing (d = 0 and D = 0) you get the mean estimate. The default is sqrt(.Machine$double.eps), the R default.Ĭontrols whether or not sarima includes a constant in the model. The default is TRUE.Ĭontrols the relative tolerance (reltol in optim) used to assess convergence. If FALSE, turns off the diagnostic plot and the output from the nonlinear optimization routine, which is optim. If supplied, only parameters corresponding to NA entries will be estimated. Optional numeric vector of the same length as the total number of parameters. If TRUE (default), the model orders are printed on the diagnostic plot. Optionally, a vector or matrix of external regressors, which must have the same number of rows as xdata. Seasonal period use only for seasonal models Seasonal difference use only for seasonal models
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