andreranza
commented
6 months ago - show regressors
- if f-test change by a lot adding the regressor we get a seasonal break
- would have a model.span work? arima is fitted only on the second half of the series
- series.modelspan (less strict) and series.span (more strict)
- compare ARIMA parameters to both model spans: use series.span before 2016 then model.span for the second half