my.sarima: Fit SARIMA algorithm and make the prediction

In vivienroussez/autoTS: Automatic Model Selection and Prediction for Univariate Time Series

Description

Fit SARIMA algorithm and make the prediction

Usage

my.sarima(prepedTS, n_pred)

Arguments

prepedTS	A list created by the prepare.ts() function
n_pred	Int number of periods to forecast forward (eg n_pred = 12 will lead to one year of prediction for monthly time series)

Value

A dataframe with 4 columns : date, average prediction, upper and lower 95

Examples

 library(lubridate)
library(dplyr)
dates <- seq(as_date("2000-01-01"),as_date("2010-12-31"),"quarter")
values <- rnorm(length(dates))
my.ts <- prepare.ts(dates,values,"quarter",complete = 0)
my.sarima(my.ts,n_pred=4)

vivienroussez/autoTS documentation built on June 11, 2020, 8:45 p.m.