arima estimator — arima_estimator • kassandr

Envelope function that estimates arima model

arima_estimator(train_sample, predicted, options, predictors = "")

Arguments

train_sample	tsibble with train sample
predicted	name of the predicted variable
options	character with options separated by comma Available options are: p, d, q, pseas, dseas, qseas, method.
predictors	character with predictors separated by plus or comma, no predictors by default

Value

fitted arima model

Details

Envelope function that estimates arima model. If no p, d, q are specified then auto.arima is fitted.

Examples

train_sample = tsibble::tsibble(date = lubridate::ymd("2017-01-01") + months(0:99),
    y = arima.sim(n = 100, model = list(ar = 0.7)), x = 1:100)
#> Using `date` as index variable.
arima_estimator(train_sample, "y", "p=2,d=0,q=0", "x")
#> Error in stats::arima(x = x, order = order, seasonal = seasonal, xreg = xreg,  : 
#>   lengths of 'x' and 'xreg' do not match
#> [1] "Error in stats::arima(x = x, order = order, seasonal = seasonal, xreg = xreg,  : \n  lengths of 'x' and 'xreg' do not match\n"
#> attr(,"class")
#> [1] "try-error"
#> attr(,"condition")
#> <simpleError in stats::arima(x = x, order = order, seasonal = seasonal, xreg = xreg,     include.mean = include.mean, method = method, ...): lengths of 'x' and 'xreg' do not match>