Comments (3)
I would LOVE to see this. Given some of the weaknesses with the TSA package, there is essentially nothing in R that allows building intervention / interrupted time series models. Given how robust 'forecast' has become, it would be the perfect place!
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Hi @robjhyndman
I would like to implement ARIMAX in open source Spark-timeseries (scala) library because it hasn't existed yet.
You wrote:
The arimax() function from the TSA package fits the transfer function model (but not the ARIMAX model).
Could you explain how the transfer function model work and how should ARIMAX be pragmatically implemented? Or any research on which I can base on my code.
Thank you!
Estera
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@ekote . This is not the place for a general discussion. Ask on crossvalidated.com.
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Related Issues (20)
- Theil-U statistic in accuracy HOT 1
- Change to new cran checks badge URL HOT 2
- test failure on Alpine Linux 3.17 (from test-clean.R:21) HOT 1
- Release forecast 8.20.0
- Cannot install forecast package in Docker HOT 2
- Release forecast 8.21
- Replace aes_() calls HOT 2
- Unpredictable behavior when calling nnetar() with p = 0 HOT 2
- ETS() Non Seasonal data error HOT 3
- dm.test function HOT 3
- download from cran fails? HOT 2
- nnetar doesn't work correctly for seasonal time series HOT 3
- Select the number of harmonics in the TBATS model HOT 3
- tsCV not accepting other arguments passed to forecastfunction when xreg is present HOT 1
- I want to fit a harmonic regression model to the Lotka-Volterra model HOT 1
- Release forecast 8.21.1
- auto.arima error: " Error in seq.int(trunc((start - xtsp[1L]) * xfreq + 1.5), trunc((end - : 'from' must be of length 1 " HOT 1
- auto.arima error: " Error in seq.int(trunc((start - xtsp[1L]) * xfreq + 1.5), trunc((end - : 'from' must be of length 1 " HOT 1
- Differentiation xregs in Arima HOT 1
- Faster `auto.arima` estimation HOT 4
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