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Now that the state space form for ARMA and ARIMA models is clear, add them as state space models. They don't fit as bsts state models, but they can be their own thing.
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**Describe the bug**
I get this annoying bug when trying to fit my data with my generated Arima:
`ValueError: maxlag should be < nobs`
I am not entirely sure what it means, but upon googling i f…
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Hello! Is there a way how to get Joint F- Test p-value for User-defined calendar variables in RJDemetra?
![joint_ftest](https://user-images.githubusercontent.com/50906988/62869445-8c2eef00-bd20-11e…
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``` r
library(tidyverse)
#> Registered S3 methods overwritten by 'ggplot2':
#> method from
#> [.quosures rlang
#> c.quosures rlang
#> print.quosures rlang
#> Registered…
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I have 2 years of data and auto.arima can't fit a model to it. I have this in a loop where I'm building thousands of models and this specific set of data poses a problem for some strange reason.
It's…
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I'm comparing forecasts for the various models included in fable. `forecast.NNETAR()` appears to be much slower than for the other methods. For example, running the code below on a 2.8GHz MacBook Pro …
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* Classical approaches
* Machine learning approaches
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Hi,
after fitting with
```
my_arima = sm.tsa.ARIMA(endog=y_train.values,exog=x_train,order=(0, 1, 0)).fit()
```
`my_arima.summary()` gives
`ValueError: xnames and params do not have the …
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Hello,
im testing the readme example with M4 data, exactly with hourly time series.
Here is my code:
```{r}
library(seer)
library(Mcomp)
library(forecast)
data(M4)
# Get the first 3 tim…
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@earowang
https://github.com/tidyverts/fablelite/blob/29b75c1c7a6acb834a52ef0dd36e51bdc18a2241/R/estimate.R#L25
This step seems surprisingly expensive. On a simple LM on 888 keys, it makes up 2…