Nixtla / statsforecast

Lightning ⚡️ fast forecasting with statistical and econometric models.
https://nixtlaverse.nixtla.io/statsforecast
Apache License 2.0
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AutoARIMA, AutoETS' documentation missing `ic` options (`aic`, `bic`, `aicc`). #343

Open victor-guerrero opened 1 year ago

victor-guerrero commented 1 year ago

Description

Hi! I'm new to this library. I cannot find the possible values for each parameter. For example, in https://nixtla.github.io/statsforecast/models.html#autoarima, I can see the defaults, but if I wanted to modify the ic parameter from 'aicc' to some other value, I don't know what that other value that would be. Is it possible to expose all the possible values for each parameter. Thanks, Victor

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kdgutier commented 1 year ago

Hi @victor-guerrero,

Options for the ic string parameter can be: aic, bic and aicc. Thanks for the comment, we will update the options in the AutoARIMA, AutoETS documentation.

For more information on the methods you can check Fable's paper.