利用R提取ARIMA模型的系数和截距

# 安装并加载forecast包
install.packages("forecast")
library(forecast)

# 加载示例数据
data("AirPassengers")

# 拟合ARIMA模型
fit <- auto.arima(AirPassengers)

# 提取模型的系数和截距
coefficients <- coef(fit)
intercept <- coefficients["(Intercept)"]

# 打印结果
print(coefficients)
print(intercept)

# 拟合一个ARIMA(1,1,1)模型
fit <- arima(AirPassengers, order = c(1, 1, 1))

# 提取模型的系数和截距
coefficients <- coef(fit)
intercept <- coefficients["(Intercept)"]

# 打印结果
print(coefficients)
print(intercept)

# 提取常数项作为截距（如果存在）
if ("(Intercept)" %in% names(coefficients)) {
  intercept <- coefficients["(Intercept)"]
} else {
  intercept <- coefficients["constant"]
}