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

In modeltime: The Tidymodels Extension for Time Series Modeling

Low-Level ARIMA function for translating modeltime to forecast

Description

Low-Level ARIMA function for translating modeltime to forecast

Usage

auto_arima_fit_impl(
  x,
  y,
  period = "auto",
  max.p = 5,
  max.d = 2,
  max.q = 5,
  max.P = 2,
  max.D = 1,
  max.Q = 2,
  ...
)

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.
max.p	The maximum order of the non-seasonal auto-regressive (AR) terms.
max.d	The maximum order of integration for non-seasonal differencing.
max.q	The maximum order of the non-seasonal moving average (MA) terms.
max.P	The maximum order of the seasonal auto-regressive (SAR) terms.
max.D	The maximum order of integration for seasonal differencing.
max.Q	The maximum order of the seasonal moving average (SMA) terms.
...	Additional arguments passed to forecast::auto.arima

modeltime documentation built on Oct. 23, 2024, 1:07 a.m.