Seasonal ARIMA

ARIMA(p, d, q)(P, D, Q) estimated by exact Gaussian maximum likelihood (the innovations algorithm), from three starting points. model_airline() is ARIMA(0,1,1)(0,1,1), a good default for seasonal series, usually on the log scale (model_log()).

Usage

model_arima(
  order = c(0, 1, 1),
  seasonal = c(0, 0, 0),
  constant = NULL,
  regressors = NULL
)

model_airline()

Arguments

order

(p, d, q).

seasonal

(P, D, Q), ignored for series without seasonality.

constant

Estimate a mean (series not differenced) or a drift (one difference). By default only the mean is estimated.

regressors

External variables, a data frame, matrix or named list of numeric columns with one row per period from the first observation on; to forecast, the rows must also cover the horizon. The model becomes a regression with ARIMA errors. See fourier_terms().

Value

A model specification, to use with fit_model(), forecast_model() or backtest().

See also

Other models: model_auto_arima(), model_box_cox(), model_croston(), model_decomposed(), model_ensemble(), model_ets(), model_holt_winters(), model_log_linear(), model_mean(), model_prophet(), model_tbats(), model_theta()

Examples

fit <- fit_model(model_airline(), log(AirPassengers))
fit$details$seasonal_ma
#> [1] -0.5569353