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In sample predictions, confidence interval and extract fitted params for Auto ARIMA

Open hancelpv opened this issue 2 years ago • 0 comments

Hi,

Can you point me to an example where an auto arima model is fitted and the following are generated ?

  • In sample predictions
  • Confidence or Prediction interval (for both in sample and out sample)
  • extracting fitted params (p, d, q etc)

Thanks!

hancelpv avatar Jul 12 '22 04:07 hancelpv