Arima_fit_impl: Low-Level ARIMA function for translating modeltime to...

View source: R/parsnip-arima_reg.R

Arima_fit_implR Documentation

Low-Level ARIMA function for translating modeltime to forecast

Description

Low-Level ARIMA function for translating modeltime to forecast

Usage

Arima_fit_impl(
  x,
  y,
  period = "auto",
  p = 0,
  d = 0,
  q = 0,
  P = 0,
  D = 0,
  Q = 0,
  ...
)

Arguments

x

A dataframe of xreg (exogenous regressors)

y

A numeric vector of values to fit

period

A seasonal frequency. Uses "auto" by default. A character phrase of "auto" or time-based phrase of "2 weeks" can be used if a date or date-time variable is provided.

p

The order of the non-seasonal auto-regressive (AR) terms. Often denoted "p" in pdq-notation.

d

The order of integration for non-seasonal differencing. Often denoted "d" in pdq-notation.

q

The order of the non-seasonal moving average (MA) terms. Often denoted "q" in pdq-notation.

P

The order of the seasonal auto-regressive (SAR) terms. Often denoted "P" in PDQ-notation.

D

The order of integration for seasonal differencing. Often denoted "D" in PDQ-notation.

Q

The order of the seasonal moving average (SMA) terms. Often denoted "Q" in PDQ-notation.

...

Additional arguments passed to forecast::Arima


modeltime documentation built on Sept. 2, 2023, 5:06 p.m.