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Nixtla / statsforecast

Lightning ⚡️ fast forecasting with statistical and econometric models.
https://nixtlaverse.nixtla.io/statsforecast
Apache License 2.0
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ARIMA model parameters #83

Closed ngupta23 closed 2 years ago

ngupta23 commented 2 years ago

While AutoARIMA from pmdarima is slow, it shows the model hyperparameters in a convenient manner. How can I get the same for statsforecast AutoARIMA?

A consistent interface with pmdarima (as much as possible) would be appreciated so it can be a drop in replacement.

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AzulGarza commented 2 years ago

Hi @ngupta23! We just released the v0.5.3 of StatsForecast that includes a representational string of the model. :) We followed the R convention.

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Please let us know what you think and if you have more feature requests.

ngupta23 commented 2 years ago

Thanks @FedericoGarza I will play around with it and let you know if any other alignment is needed with pmdarima. I am assuming that get_params will work in sktime when using this model?

Also, does it provide a statictical summary such as that obtained from pmdarima summary() method?

Thanks