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AR/MA lags in the ETS model #13

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config-i1 opened this issue Feb 10, 2020 · 3 comments
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AR/MA lags in the ETS model #13

config-i1 opened this issue Feb 10, 2020 · 3 comments
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enhancement New feature or request
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Add an option of specifying AR and MA in the model, making model even more complicated...
@config-i1 config-i1 created this issue from a note in ADAM (To do) Feb 10, 2020
@config-i1 config-i1 added the enhancement New feature or request label Feb 10, 2020
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@config-i1 config-i1 moved this from To do to In progress in ADAM Apr 27, 2020
config-i1 added a commit that referenced this issue Apr 29, 2020
@config-i1
1. Started work on ARIMA, issue #13;
fc36759 
2. Fixes for non-ts objects;
3. Fix for rmultistep() and ot=0. Make it oblivious about the occurrence.
@config-i1 config-i1 moved this from In progress to To do in ADAM May 6, 2020
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@config-i1 config-i1 moved this from To do to In progress in ADAM May 18, 2020
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Formulate this differently than SSARIMA / MSARIMA. Forget about the drift, just have constant.

config-i1 added a commit that referenced this issue May 23, 2020
@config-i1
The working draft of ARIMA, issue #13
0f2c3b0
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Things to do:

  1. Correct name of the model,
  2. Correct print(),
  3. Correct vcov() and summary(),
  4. "NNN" model,
  5. Provided parameters for ARIMA,
  6. Etype="M",
  7. Update in adamGeneral.h in the gvalues() for ARIMA
  8. forecast.adam() with interval options

config-i1 added a commit that referenced this issue May 23, 2020
@config-i1
Tuning of ARIMA: correct bounds, higher default maxeval, different in…
b735bd2 
…itialisation of components, correct name. #13
config-i1 added a commit that referenced this issue May 23, 2020
@config-i1
print() is fixed. #13
3fca8d8
config-i1 added a commit that referenced this issue May 24, 2020
@config-i1
The function now works with the provided arma parameters. issues #13 …
df23302 
…and #27
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All of this is now implemented

ADAM automation moved this from In progress to Done May 27, 2020
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