columna API reference - v0.3.0
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autoArima
Function autoArima
autoArima
(
y
:
ArrayLike
<
number
|
null
|
undefined
>
,
options
?:
{
horizon
?:
number
;
includeMean
?:
boolean
;
information
?:
"aic"
|
"bic"
;
maxD
?:
number
;
maxP
?:
number
;
maxPD
?:
number
;
maxPQ
?:
number
;
maxQ
?:
number
;
seasonalPeriod
?:
number
;
}
,
)
:
ArimaResult
Hyndman–Khandakar-style stepwise Auto-ARIMA (CSS-ML fits via
arima
).
Parameters
y
:
ArrayLike
<
number
|
null
|
undefined
>
Optional
options
:
{
horizon
?:
number
;
includeMean
?:
boolean
;
information
?:
"aic"
|
"bic"
;
maxD
?:
number
;
maxP
?:
number
;
maxPD
?:
number
;
maxPQ
?:
number
;
maxQ
?:
number
;
seasonalPeriod
?:
number
;
}
Returns
ArimaResult
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columna API reference - v0.3.0
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Hyndman–Khandakar-style stepwise Auto-ARIMA (CSS-ML fits via
arima).