xts_to_arima_model: Model with ARIMA

In athompson1991/groupR: Comprehensive manipulation of dataset with applications in forecasting

Description

This function allows the user to model all the combinations of xts observations extracted using extract_xts. Because there can be many columns in an xts_groupr object, there is the option to do model estimation in parallel.

Usage

xts_to_arima_model(xts_groupr, ..., is_auto_arima = TRUE,
  parallelize = FALSE, interval = "month")

Arguments

xts_groupr	A groupr object produced with extract_xts.
...	Arguments to be passed to Arima function (from the forecast package).
is_auto_arima	A boolean value to either specify a model explicitly or to use the auto.arima function from the forecast package.
parallelize	Whether or not to use the parallel package to do calculations
interval	Either "month", "week", or "day" for calculation. Alternatively, you can provide a numeric value to be passed to frequency for the ts object.

athompson1991/groupR documentation built on May 10, 2019, 2:09 p.m.