| Argument | Category | Description |
|---|---|---|
| ResponseColumns | Required | Specifies the columns containing the response data. Null values are allowed at the end of the series. If you specify StepAhead, the function reports predicted values for the missing values, using values from the predictor columns for those time periods. |
| ExogenousColumns | Optional | Specifies the columns containing the exogenous (independent) predictors with which to calculate the model. |
| PartitionColumns | Optional | Specifies the partition columns to copy to the output table. |
| Orders | Required | Specifies the parameters p, d, and q for the VARMA part of the model. They must be nonnegative INTEGER values in the range [0, 20]. |
| SeasonalOrders | Optional | Specifies seasonal parameters sp, sd, and sq for the VARMA part of the model.They must be nonnegative INTEGER values in the range [0, 20]. Default: The function treats the model as nonseasonal. If you specify this argument, you must also specify the Period argument.
|
| Period | Optional | Specifies the period of each season. The period must be a positive INTEGER value. Default: The function treats the model as nonseasonal. If you specify this argument, you must also specify the SeasonalOrders argument.
|
| ExogenousOrder | Optional | Specifies the order of the exogenous variables. If the current time is t and ExogenousOrder is b, the following values of the exogenous time series are used in calculating the response: X t X t-1 ... X t-b+1. Default: The function calculates the model without exogenous vectors. |
| Lag | Optional | Specifies the lag in the effect of the exogenous variables on the response variables. For example, if lag is 3, and b, the prediction Y i is based on X i-3 to X i-b-2. Default: 0. |
| IncludeMean | Optional | Specifies whether to add the mean vector of the response series in the VARMAX model. Default: 'false'. If this argument is 'true', the values of the difference parameters d (in the Orders argument) and sd (in the SeasonalOrders argument) must be 0.
|
| MaxIterNum | Optional | Specifies the maximum number of iterations performed. The max_iteration_number must be a positive INTEGER value. Default: 100. |
| StepAhead | Optional | Specifies the number of steps to forecast after the end of the time series. The predict_steps must be a positive INTEGER value. Default: 0. |