Do forecast using ARIMA(1,0,1)-SARIMA(0,1,0)

arima101_010_fun(model_sample, h, target = "value")

Arguments

model_sample

preferably tsibble

h

forecasting horizon, is ignored

target

name of the target variable, "value" by default

Value

ARIMA(1,0,1)-SARIMA(0,1,0) model

Details

Do forecast using ARIMA(1,0,1)-SARIMA(0,1,0)

Examples

test = dplyr::tibble(date = as.Date("2017-01-01") + 0:9, value = rnorm(10)) arima101_010_fun(test, 1)
#> Series: y #> ARIMA(1,0,1) with non-zero mean #> #> Coefficients: #> ar1 ma1 mean #> -0.5363 0.8415 0.1717 #> s.e. 0.8333 0.8246 0.4053 #> #> sigma^2 estimated as 1.661: log likelihood=-15.12 #> AIC=38.25 AICc=46.25 BIC=39.46