fable (version 0.0.0.9000)

ARIMA: Estimate an ARIMA model

Description

Estimate an ARIMA model

Usage

ARIMA(data, formula, stepwise = TRUE, greedy = TRUE,
  approximation = FALSE, ...)

Arguments

data

A tsibble

formula

Model specification.

stepwise

Should stepwise be used?

greedy

Should the stepwise search move to the next best option immediately?

approximation

Should CSS be used during model selection?

...

Further arguments for arima

Value

See the arima function in the stats package. The additional objects returned are

x

The time series data

xreg

The regressors used in fitting (when relevant).

Details

See the arima function in the stats package.

See Also

auto.arima, forecast.Arima.

Examples

# NOT RUN {
# Manual ARIMA specification
USAccDeaths %>% as_tsibble %>% ARIMA(log(value) ~ pdq(0,1,1) + PDQ(0,1,1))

# Automatic ARIMA specification
tsibbledata::UKLungDeaths %>%
  ARIMA(log(mdeaths) ~ pdq(0,1,1) + PDQ(0,0,1) + fdeaths + fourier(K=4))

# }