I used the dataset from Kaggle and tried to reproduce the benchmark results. It took quite a while to run through the forecasts. But it seems to fail when fitting the "auto.arima" model with external variables. Any ideas?
arimax_f <- forecast(auto.arima(insample_top, xreg=as.matrix(head(x_var, length(insample_top)))), h=28, xreg=as.matrix(tail(x_var, 28)))$mean #ARIMA with external variables
Error in auto.arima(insample_top, xreg = as.matrix(head(x_var, length(insample_top)))) :
No suitable ARIMA model found
JohnTaco93
commented
4 years ago
I used the dataset from Kaggle and tried to reproduce the benchmark results. It took quite a while to run through the forecasts. But it seems to fail when fitting the "auto.arima" model with external variables. Any ideas?
arimax_f <- forecast(auto.arima(insample_top, xreg=as.matrix(head(x_var, length(insample_top)))), h=28, xreg=as.matrix(tail(x_var, 28)))$mean #ARIMA with external variablesError in auto.arima(insample_top, xreg = as.matrix(head(x_var, length(insample_top)))) : No suitable ARIMA model found