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unit8co / darts

A python library for user-friendly forecasting and anomaly detection on time series.
https://unit8co.github.io/darts/
Apache License 2.0
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ARIMA Model: how to get forecast value for training set as well #1239

Closed Insiyaa closed 1 year ago

Insiyaa commented 2 years ago

I have a train series and test series and future covariates for both. I fit the model on train series. I am interested in model's output for train series too.

dennisbader commented 1 year ago

Hey @Insiyaa, you can use model.historical_forecasts() for that. Here is a link to the docs: https://unit8co.github.io/darts/generated_api/darts.models.forecasting.arima.html#darts.models.forecasting.arima.ARIMA.historical_forecasts

hrzn commented 1 year ago

There's also the residuals() method which could be of interest.