The TimeSeriesOrders function automatically determines the following for nonseasonal,
univariate time series:
- The orders (p, d,
q)
For descriptions of these orders, see Nonseasonal ARIMA Model.
- Whether to include a nonzero constant term (mean) and an explicit dependence on time (a drift term)
If a time series has a seasonal component, the function reports p, d, and q, but does not calculate or report seasonal orders sp, sd, and sq. (For descriptions of the seasonal orders, see Seasonal ARIMA Model.)
The TimeSeriesOrders output can be input directly to the VARMAX function as the orders table.