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Detailed Model Summary in na_kalman() #45
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Yes, you are totally correct. It uses the default search parameters of auto.arima() from forecast. So just run the following on your series:
This are then the ARIMA parameters for model='auto.arima'. If you think there is a model that fits the time series better, you can also supply a ARIMA model you created:
Thanks for your question 👍 |
Just as an addition: Parameters from auto.arima will also be forwarded, if you supply them to na_kalman. So you could also call: You would get a different model then before.
As you can see at the results, this now finds a different (in this case way worse model). |
The interpolation result by na_kalman() is pretty good when the option model='auto.arima' is used. Is it possible to show the searched parameter results of auto.arima()?
Did the package use the default search parameter settings of auto.arima() in the forecast package?
Thanks in advance.
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