auto_arima_fit_impl

Low-Level ARIMA function for translating modeltime to forecast

internal

The time series forecasting framework for use with the 'tidymodels' ecosystem.
Models include ARIMA, Exponential Smoothing, and additional time series models
from the 'forecast' and 'prophet' packages. Refer to "Forecasting Principles & Practice, Second edition"
(<https://otexts.com/fpp2/>).
Refer to "Prophet: forecasting at scale"
(<https://research.facebook.com/blog/2017/02/prophet-forecasting-at-scale/>.).

Matt Dancho

modeltime

The Tidymodels Extension for Time Series Modeling

Business Science 

auto_arima_fit_impl function

<dl><dt>x</dt>
<dd>A dataframe of xreg (exogenous regressors)</dd>
<dt>y</dt>
<dd>A numeric vector of values to fit</dd>
<dt>period</dt>
<dd>A seasonal frequency. Uses "auto" by default. A character phrase
of "auto" or time-based phrase of "2 weeks" can be used if a date or date-time variable is provided.</dd>
<dt>max.p</dt>
<dd>The maximum order of the non-seasonal auto-regressive (AR) terms.</dd>
<dt>max.d</dt>
<dd>The maximum order of integration for non-seasonal differencing.</dd>
<dt>max.q</dt>
<dd>The maximum order of the non-seasonal moving average (MA) terms.</dd>
<dt>max.P</dt>
<dd>The maximum order of the seasonal auto-regressive (SAR) terms.</dd>
<dt>max.D</dt>
<dd>The maximum order of integration for seasonal differencing.</dd>
<dt>max.Q</dt>
<dd>The maximum order of the seasonal moving average (SMA) terms.</dd>
<dt>...</dt>
<dd>Additional arguments passed to <code>forecast::auto.arima</code></dd></dl>

Arguments

Low-Level ARIMA function for translating modeltime to forecast — auto_arima_fit_impl

<dl>

<dt>x</dt>
<dd>A dataframe of xreg (exogenous regressors)</dd>


<dt>y</dt>
<dd>A numeric vector of values to fit</dd>


<dt>period</dt>
<dd>A seasonal frequency. Uses "auto" by default. A character phrase
of "auto" or time-based phrase of "2 weeks" can be used if a date or date-time variable is provided.</dd>


<dt>max.p</dt>
<dd>The maximum order of the non-seasonal auto-regressive (AR) terms.</dd>


<dt>max.d</dt>
<dd>The maximum order of integration for non-seasonal differencing.</dd>


<dt>max.q</dt>
<dd>The maximum order of the non-seasonal moving average (MA) terms.</dd>


<dt>max.P</dt>
<dd>The maximum order of the seasonal auto-regressive (SAR) terms.</dd>


<dt>max.D</dt>
<dd>The maximum order of integration for seasonal differencing.</dd>


<dt>max.Q</dt>
<dd>The maximum order of the seasonal moving average (SMA) terms.</dd>


<dt>...</dt>
<dd>Additional arguments passed to <code>forecast::auto.arima</code></dd>

</dl>

auto_arima_fit_impl: Low-Level ARIMA function for translating modeltime to forecast

Description

Usage

Arguments