DaysModelFitter: Function to estimate daily time series models

In robertwwalker/AutoForecaster: Auto Magic Forecaster Optimizes by aicc (Auto Forecaster)

Description

Function to estimate daily time series models

Usage

DaysModelFitter(data, Outcome)

Arguments

data	A tsibble.
Outcome	A valid expression for the Outcome to be modelled in in 'data'.

Value

A mable containing:

• K=1,2,3: ARIMA models with fourier(K=1,2,3)

• ARIMA: an ARIMA model

• ARIMA.T: an ARIMA model with trend

• ETS: an ETS model

• NNETAR: the model fits from NNETAR with 30 networks

• prophet.Linear: a prophet model with linear trend

• prophet.Logis: a prophet model with logistic trend

• Combo1: the average of ETS and ARIMA

Examples

data(fb_returns)
DaysModelFitter(fb_returns, daily.returns)

robertwwalker/AutoForecaster documentation built on Dec. 22, 2021, 5:13 p.m.