modeltime: auto_arima_fit_impl – R documentation

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auto_arima_fit_impl

Low-Level ARIMA function for translating modeltime to forecast

Low-Level ARIMA function for translating modeltime to forecast

auto_arima_fit_impl(
  x,
  y,
  period = "auto",
  max.p = 5,
  max.d = 2,
  max.q = 5,
  max.P = 2,
  max.D = 1,
  max.Q = 2,
  ...
)

`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.
`max.p`	The maximum order of the non-seasonal auto-regressive (AR) terms.
`max.d`	The maximum order of integration for non-seasonal differencing.
`max.q`	The maximum order of the non-seasonal moving average (MA) terms.
`max.P`	The maximum order of the seasonal auto-regressive (SAR) terms.
`max.D`	The maximum order of integration for seasonal differencing.
`max.Q`	The maximum order of the seasonal moving average (SMA) terms.
`...`	Additional arguments passed to `forecast::auto.arima`

The Tidymodels Extension for Time Series Modeling

v0.5.1

MIT + file LICENSE

Authors

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

Initial release