Auto-ARIMA

Univariate ARIMA with automatic order selection, via the ARIMA() function in R's fable package. Reads nothing but the case series — no covariates, no geometry — which makes it the natural weak baseline to compare a covariate-driven model against.

Source code

Author

Harsha Halgamuwe Hewage (adapted by Chap team)

Cardiff University

Developed for

Not stated by the authors yet.

Covariates

Required (supplied by Chap)required_covariates: none
Optionaladditional_continuous_covariates: none

Citation

Not stated by the authors yet.

Details

Period typeperiod_type: monthly
Prediction periodsmin/max_prediction_periods: 0–12 periods
Needs geometryrequires_geo: no
Built with: R · fable
chapkit version: >=2.2.0,<3
Service idid: auto-arima-chapkit