ARIMA function doesn't work without specifying parameters

tidyverts / fable

Tidy time series forecasting

https://fable.tidyverts.org

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ARIMA function doesn't work without specifying parameters #335

Open emilyS2015 opened 3 years ago

emilyS2015 commented 3 years ago

Hi,

I tried the ARIMA function in the fable package and the results return to Null, but the ETS function works:

data%>%model(arima=ARIMA(price), ets=ETS(price))%>%forecast(h=6)

But only if I specify the ARIMA function with parameters, the ARIMA function works, for example:

data%>%model(arima=ARIMA( price~ 0 + pdq(0, 1, 1) + PDQ(0, 1, 1), ets=ETS(price))%>%forecast(h=6)

Do you know why? I'm using the newest version of fable package 0.3.1.

Thanks!

mitchelloharawild commented 3 years ago

Are you able to provide the data object so that I can reproduce this issue? The issue may be related to having weekly data.

emilyS2015 commented 3 years ago

Hi Mitchell,

Thanks for the quick reply. Sorry that I can't provide the 'data' object because it's private data, but I tried the same function on the public data in the tsibbledata library and found the same issues.

Thanks a lot!