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

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

arima101_101_fun(model_sample, h, target = "value")

Arguments

model_sample

preferably tsibble with "value" column
h

forecasting horizon, is ignored
target

name of the target variable, "value" by default

Value

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

Details

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

Examples

test = dplyr::tibble(date = as.Date("2017-01-01") + 0:9, value = rnorm(10))
arima101_101_fun(test, 1)
#> Series: y 
#> ARIMA(1,0,1) with non-zero mean 
#> 
#> Coefficients:
#>          ar1      ma1     mean
#>       0.0495  -0.0032  -0.0090
#> s.e.  1.7483   1.7302   0.4164
#> 
#> sigma^2 estimated as 2.273:  log likelihood=-16.51
#> AIC=41.02   AICc=49.02   BIC=42.23