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ARIMA function doesn't work without specifying parameters

Open emilyS2015 opened this issue 4 years ago • 2 comments

Hi,

I tried the ARIMA function in the fable package and the results return to Null, but the ETS function works:

data%>%model(arima=ARIMA(price), ets=ETS(price))%>%forecast(h=6)

Screen Shot 2021-06-10 at 2 12 45 PM

But only if I specify the ARIMA function with parameters, the ARIMA function works, for example:

data%>%model(arima=ARIMA( price~ 0 + pdq(0, 1, 1) + PDQ(0, 1, 1), ets=ETS(price))%>%forecast(h=6) Screen Shot 2021-06-10 at 3 00 06 PM

Do you know why? I'm using the newest version of fable package 0.3.1.

Thanks!

emilyS2015 avatar Jun 10 '21 19:06 emilyS2015

Are you able to provide the data object so that I can reproduce this issue? The issue may be related to having weekly data.

mitchelloharawild avatar Jun 11 '21 01:06 mitchelloharawild

Hi Mitchell,

Thanks for the quick reply. Sorry that I can't provide the 'data' object because it's private data, but I tried the same function on the public data in the tsibbledata library and found the same issues.

Screen Shot 2021-06-11 at 10 35 14 AM

Thanks a lot!

emilyS2015 avatar Jun 11 '21 14:06 emilyS2015