modeltime: Arima_fit_impl – R documentation

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Arima_fit_impl

Low-Level ARIMA function for translating modeltime to forecast

Low-Level ARIMA function for translating modeltime to forecast

Arima_fit_impl(
  x,
  y,
  period = "auto",
  p = 0,
  d = 0,
  q = 0,
  P = 0,
  D = 0,
  Q = 0,
  ...
)

`x`	A dataframe of xreg (exogenous regressors)
`y`	A numeric vector of values to fit
`period`	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.
`p`	The order of the non-seasonal auto-regressive (AR) terms. Often denoted "p" in pdq-notation.
`d`	The order of integration for non-seasonal differencing. Often denoted "d" in pdq-notation.
`q`	The order of the non-seasonal moving average (MA) terms. Often denoted "q" in pdq-notation.
`P`	The order of the seasonal auto-regressive (SAR) terms. Often denoted "P" in PDQ-notation.
`D`	The order of integration for seasonal differencing. Often denoted "D" in PDQ-notation.
`Q`	The order of the seasonal moving average (SMA) terms. Often denoted "Q" in PDQ-notation.
`...`	Additional arguments passed to `forecast::Arima`

The Tidymodels Extension for Time Series Modeling

v0.5.1

MIT + file LICENSE

Authors

Matt Dancho [aut, cre], Business Science [cph]

Initial release