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ellisp / forecastHybrid

Convenient functions for ensemble forecasts in R combining approaches from the {forecast} package
GNU General Public License v3.0
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ARFIMA models. #94

Closed ASLlohmann closed 3 years ago

ASLlohmann commented 4 years ago

I just made a few changes to allow the use of arfima models ("x"). I think it could be useful to forecast times serie with long memory. I am working on forecasting economic indicators in brazil and ARFIMA model is often outperforming ARIMA models on consumer and producer price index especially when frequency is equal to 36 or 52. So from my professionnal point of view, it make sense to allow both ARFIMA and ARIMA models in the hybridModel function.

Arfima function accept x.args but not xreg yet.

ASLlohmann commented 4 years ago

Hi.

Just corrected a few things. Output of the test by devtools. It seems to work. test.txt check.txt

dashaub commented 3 years ago

@ASLlohmann Thanks for the addition!