arima_estimator: arima estimator

In kassandra-ru/kassandr: Functions to Forecast Russian Macro Data in Kassandra Project

Description

Envelope function that estimates arima model

Usage

arima_estimator(train_sample, predicted, options, predictors = "")

Arguments

train_sample	tsibble with train sample
predicted	name of the predicted variable
options	character with options separated by comma Available options are: p, d, q, pseas, dseas, qseas, method.
predictors	character with predictors separated by plus or comma, no predictors by default

Details

Envelope function that estimates arima model. If no p, d, q are specified then auto.arima is fitted.

Value

fitted arima model

Examples

train_sample = tsibble::tsibble(date = lubridate::ymd("2017-01-01") + months(0:99),
    y = arima.sim(n = 100, model = list(ar = 0.7)), x = 1:100)
arima_estimator(train_sample, "y", "p=2,d=0,q=0", "x")

kassandra-ru/kassandr documentation built on Jan. 1, 2022, 7:39 a.m.