Obtain Family and Order of a TimeSeriesModel

4

1

Example from the docs:

data = RandomFunction[ARMAProcess[{.1}, {.2}, 1], {1, 10^4}];
mod = TimeSeriesModelFit[data]

enter image description here

How can I extract from it the Family and Order? I need to obtain something like

ARMA[{1,1}]

Note: I don't want Normal[mod].

corey979

Posted 2018-10-13T19:44:59.357

Reputation: 22 814

1Well you can extract the family with mod["ModelFamily"]. Not sure about Order. – ktm – 2018-10-13T20:47:30.553

1What you're looking for seems to be embedded in mod["CandidateSelectionTable"], not sure how to pull that out though. – ktm – 2018-10-13T20:47:57.413

What does mod["Methods"] or mod["Properties"] return for you? – J. M.'s ennui – 2018-10-14T01:35:15.277

@J.M.iscomputer-less Nothing useful

– corey979 – 2018-10-14T07:34:46.003

1Then can you please try evaluating mod["ModelString"] or mod["Process"]? – J. M.'s ennui – 2018-10-14T07:46:42.370

@J.M.iscomputer-less Yes! You can post mod["ModelString"] as an answer. – corey979 – 2018-10-14T08:02:56.450

I would ask that you post an answer yourself, since you did the evaluation to check. :) (I was only going by memory here.) – J. M.'s ennui – 2018-10-14T08:16:40.093

Answers

2

As per J. M.'s comment:

mod["ModelString"]

"TimeSeriesModel[ARMA,{1, 1}]"

returns a string. To get the crucial bits:

#[[1]][#[[2]]] &@ToExpression[mod["ModelString"]]

ARMA[{1, 1}]

corey979

Posted 2018-10-13T19:44:59.357

Reputation: 22 814

(+1) can also use Compose @@ ToExpression[mod["ModelString"]] . – kglr – 2019-02-16T23:33:20.943