Function to estimate monthly time series models

Function to estimate monthly time series models

MonthModelFitter(data, Outcome)

Arguments

data

A tsibble.
Outcome

A valid variable name for the Outcome to be modelled in in `data`.

Value

A mable containing:

  • K=1,2,3: ARIMA models with fourier(K=1,2,3)

  • ARIMA: an ARIMA model

  • ETS: an ETS model

  • NNETAR(K=1,2,3): the model fits

  • prophet: a prophet model with monthly seasons

  • Combo1: the average of ETS and ARIMA

Examples

data(NWSM)
MonthModelFitter(NWSM, MaxAvg)

#> # A mable: 1 x 10
#>                       `K = 1`                     `K = 2`
#>                       <model>                     <model>
#> 1 <LM w/ ARIMA(1,0,5) errors> <LM w/ ARIMA(0,1,1) errors>
#> # … with 8 more variables: K = 3 <model>, ARIMA <model>, ETS <model>,
#> #   NNET1 <model>, NNET2 <model>, NNET3 <model>, prophet <model>,
#> #   Combo1 <model>