easystats / performance

:muscle: Models' quality and performance metrics (R2, ICC, LOO, AIC, BF, ...)
https://easystats.github.io/performance/
GNU General Public License v3.0
967 stars 87 forks source link

check_model() for Arima Models #463

Open AlbertoAlmuinha opened 1 year ago

AlbertoAlmuinha commented 1 year ago

Hi,

I think it would be nice if the chek_model() function could work for some time series models, especially arima, which are widely used.

I would opt for the forecast package implementation since many other packages are based on that implementation.

Thanks,

DominiqueMakowski commented 1 year ago

Would you have a reproducible example of some models' fitting as well as some info regarding how to extract any relevant information from them?

AlbertoAlmuinha commented 1 year ago

Hi,

Here is a simple one:

data("AirPassengers")

library(forecast)

model <- forecast::Arima(AirPassengers,
                         order = c(2, 1, 1),
                         include.mean = FALSE,
                         seasonal = c(0, 1, 0))

#Fitted Values
fitted(model)

#Residuals
residuals(model)

#Coefficients
model$coef

Tell me if you need some other information or some help.

Regards,