Function to estimate quarterly time series models

Function to estimate quarterly time series models

QuarterModelFitter(data, Outcome)

Arguments

data

A quarterly 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

  • Combo1: the average of ETS and ARIMA

Examples

data(NWSQ)
QuarterModelFitter(NWSQ, TX)

#> Warning: 1 error encountered for K = 3
#> [1] K must be not be greater than period/2
#> Warning: 1 error encountered for NNET3
#> [1] K must be not be greater than period/2
#> # A mable: 1 x 10
#>                       `K = 1`                     `K = 2`      `K = 3`
#>                       <model>                     <model>      <model>
#> 1 <LM w/ ARIMA(5,1,1) errors> <LM w/ ARIMA(1,1,3) errors> <NULL model>
#> # … with 7 more variables: ARIMA <model>, ETS <model>, NNET1 <model>,
#> #   NNET2 <model>, NNET3 <model>, prophet <model>, Combo1 <model>