alkaline-ml
Support `simulate` after fitting with `auto_arima`
Is your feature request related to a problem? Please describe.
It would be nice to directly support simulating from a fitted ARIMA model, e.g. to have a simulate method to call that would delegate to statsmodels.tsa.arima.model.ARIMA.simulate. Right now, the only way I found is to use arima_res_ member of the fitted object.
Describe the solution you'd like
Class pmdarima.arima.arima.ARIMA should contain a simulate method, with the same signature as provided by the statsmodels.tsa models.
Describe alternatives you've considered
Calling with the arima_res_ member, but in addition to lacking documentation, this feels more fragile than first-party support.
Additional Context
No response
Thanks for the issue! This seems very reasonable. Would you be interested in contributing the feature?
I agree calling with the arima_res_ is not ideal, but it's a good work-around for now. There are no plans for the arima_res_ member to change or disappear in the future.
Hey! is this feature added? I have worked on ARIMA for one of my recent projects. I would love to contribute to this feature.
Hey @tgsmith61591 , if this issue is still up, I would like to start working on this..
