coef |
Vector [p, d, q, sp, sd, sq, b]. |
ar_params |
Matrixes Φi, as vector of p matrixes, each of which is an n *n matrix. p is from coef vector and n is number of response variables specified in ResponseColumns syntax element. |
ma_params |
Matrixes Φi, as vector of q matrixes, each of which is an n *n matrix. q is from coef vector and n is number of response variables specified in ResponseColumns syntax element. |
exogenous_params |
Matrixes Bi, shown as a vector of b matrixes, each of which is an n *m matrix. b is from coef vector, n is number of response variables specified in ResponseColumns syntax element, and m is number of exogenous variables specified in ExogenousColumns syntax element. |
seasonal_ar_params |
Matrix Φsi for seasonal parameters. |
seasonal_ma_params |
Matrix Φsi for seasonal parameters. |
mean_param |
[Column appears only with IncludeMean ('true').] Mean vector of response series. |
period |
Cycle period for seasonal models (0 for nonseasonal models). |
lag |
Lag value specified in function call. |
sigma |
The variance matrix. |
aic |
Akaike information criterion. |
bic |
Bayesian information criterion. |
iterations |
Number of iterations performed. |
converged |
Whether algorithm converged. |