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

Description Usage Arguments

View source: R/parsnip-arima_reg.R

Description

Low-Level ARIMA function for translating modeltime to forecast

Usage

 1
 2
 3
 4
 5
 6
 7
 8
 9
10
11
12
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 July 16, 2021, 9:08 a.m.