fable (version 0.0.0.9100)

ARIMA: Estimate an ARIMA model

Description

Estimate an ARIMA model

Usage

ARIMA(formula, stepwise = TRUE, greedy = TRUE, approximation = FALSE,
  ...)

Arguments

formula

Model specification.

stepwise

Should stepwise be used?

greedy

Should the stepwise search move to the next best option immediately?

approximation

Should CSS be used during model selection?

...

Further arguments for arima

Examples

# NOT RUN {
# Manual ARIMA specification
USAccDeaths %>% as_tsibble %>% 
  model(arima = ARIMA(log(value) ~ pdq(0,1,1) + PDQ(0,1,1)))

# Automatic ARIMA specification
tsibbledata::UKLungDeaths %>%
  model(arima = ARIMA(log(mdeaths) ~ pdq(0,1,1) + PDQ(0,0,1) + 
                      fdeaths + fourier(K=4)))

# }