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ARIMA model parameters #83

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ngupta23 opened this issue Mar 31, 2022 · 2 comments · Fixed by #86
Closed

ARIMA model parameters #83

ngupta23 opened this issue Mar 31, 2022 · 2 comments · Fixed by #86
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@AzulGarza

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@ngupta23
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While AutoARIMA from pmdarima is slow, it shows the model hyperparameters in a convenient manner. How can I get the same for statsforecast AutoARIMA?

A consistent interface with pmdarima (as much as possible) would be appreciated so it can be a drop in replacement.

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@AzulGarza AzulGarza self-assigned this Apr 11, 2022
@AzulGarza AzulGarza linked a pull request Apr 11, 2022 that will close this issue
Add autoarima summary and repr #86
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@AzulGarza
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Hi @ngupta23! We just released the v0.5.3 of StatsForecast that includes a representational string of the model. :) We followed the R convention.
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Please let us know what you think and if you have more feature requests.

@ngupta23
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Thanks @FedericoGarza I will play around with it and let you know if any other alignment is needed with pmdarima.
I am assuming that get_params will work in sktime when using this model?

Also, does it provide a statictical summary such as that obtained from pmdarima summary() method?

Thanks

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@AzulGarza AzulGarza

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Add autoarima summary and repr Nixtla/statsforecast
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@AzulGarza @ngupta23