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check_model() for Arima Models

Open AlbertoAlmuinha opened this issue 3 years ago • 2 comments

Hi,

I think it would be nice if the chek_model() function could work for some time series models, especially arima, which are widely used.

I would opt for the forecast package implementation since many other packages are based on that implementation.

Thanks,

AlbertoAlmuinha avatar Aug 09 '22 01:08 AlbertoAlmuinha

Would you have a reproducible example of some models' fitting as well as some info regarding how to extract any relevant information from them?

DominiqueMakowski avatar Aug 09 '22 01:08 DominiqueMakowski

Hi,

Here is a simple one:

data("AirPassengers")

library(forecast)

model <- forecast::Arima(AirPassengers,
                         order = c(2, 1, 1),
                         include.mean = FALSE,
                         seasonal = c(0, 1, 0))

#Fitted Values
fitted(model)

#Residuals
residuals(model)

#Coefficients
model$coef

Tell me if you need some other information or some help.

Regards,

AlbertoAlmuinha avatar Aug 09 '22 01:08 AlbertoAlmuinha