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check_model() for Arima Models
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,
Would you have a reproducible example of some models' fitting as well as some info regarding how to extract any relevant information from them?
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,