ARIMA
Tutorials
How to Guides
Experiments
Model References
- ADIDA Model
- ARCH Model
- ARIMA Model
- AutoARIMA Model
- AutoCES Model
- AutoETS Model
- AutoRegressive Model
- AutoTheta Model
- CrostonClassic Model
- CrostonOptimized Model
- CrostonSBA Model
- Dynamic Optimized Theta Model
- Dynamic Standard Theta Model
- GARCH Model
- Holt Model
- Holt Winters Model
- IMAPA Model
- MFLES
- Multiple Seasonal Trend (MSTL)
- Optimized Theta Model
- Seasonal Exponential Smoothing Model
- Seasonal Exponential Smoothing Optimized Model
- Simple Exponential Smoothing Optimized Model
- Simple Exponential Smoothing Model
- Standard Theta Model
- TSB Model
ARIMA
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predict_arima
predict_arima (model, n_ahead, newxreg=None, se_fit=True)
myarima(ap, order=(2, 1, 1), seasonal={'order': (0, 1, 0), 'period': 12},
constant=False, ic='aicc', method='CSS-ML')['aic']
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arima_string
arima_string (model, padding=False)
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forecast_arima
forecast_arima (model, h=None, level=None, fan=False, xreg=None, blambda=None, bootstrap=False, npaths=5000, biasadj=None)
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fitted_arima
fitted_arima (model, h=1)
Returns h-step forecasts for the data used in fitting the model.
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auto_arima_f
auto_arima_f (x, d=None, D=None, max_p=5, max_q=5, max_P=2, max_Q=2, max_order=5, max_d=2, max_D=1, start_p=2, start_q=2, start_P=1, start_Q=1, stationary=False, seasonal=True, ic='aicc', stepwise=True, nmodels=94, trace=False, approximation=None, method=None, truncate=None, xreg=None, test='kpss', test_kwargs=None, seasonal_test='seas', seasonal_test_kwargs=None, allowdrift=True, allowmean=True, blambda=None, biasadj=False, period=1)
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print_statsforecast_ARIMA
print_statsforecast_ARIMA (model, digits=3, se=True)
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ARIMASummary
ARIMASummary (model)
ARIMA Summary.
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AutoARIMA
AutoARIMA (d:Optional[int]=None, D:Optional[int]=None, max_p:int=5, max_q:int=5, max_P:int=2, max_Q:int=2, max_order:int=5, max_d:int=2, max_D:int=1, start_p:int=2, start_q:int=2, start_P:int=1, start_Q:int=1, stationary:bool=False, seasonal:bool=True, ic:str='aicc', stepwise:bool=True, nmodels:int=94, trace:bool=False, approximation:Optional[bool]=None, method:Optional[str]=None, truncate:Optional[bool]=None, test:str='kpss', test_kwargs:Optional[str]=None, seasonal_test:str='seas', seasonal_test_kwargs:Optional[Dict]=None, allowdrift:bool=True, allowmean:bool=True, blambda:Optional[float]=None, biasadj:bool=False, period:int=1)
*An AutoARIMA estimator.
Returns best ARIMA model according to either AIC, AICc or BIC value. The function conducts a search over possible model within the order constraints provided.*