auto.arima_fore: The forecasting model ARIMA basd on 'forecast::auto.arima'

View source: R/models.R

auto.arima_foreR Documentation

The forecasting model ARIMA basd on forecast::auto.arima

Description

The forecasting model ARIMA basd on forecast::auto.arima

Usage

auto.arima_fore(x, train_h, PI_level)

Arguments

x

The input time series.

train_h

The amount of future time steps to forecast.

PI_level

Predictive Interval level, used to extract out-of-sample variance from forecasting models.

Value

A list including forecasting mean and sd.


lily940703/febama documentation built on March 20, 2022, 1:57 a.m.