darts icon indicating copy to clipboard operation
darts copied to clipboard

ARIMA Model: how to get forecast value for training set as well

Open Insiyaa opened this issue 1 year ago • 1 comments

I have a train series and test series and future covariates for both. I fit the model on train series. I am interested in model's output for train series too.

Insiyaa avatar Sep 22 '22 15:09 Insiyaa

Hey @Insiyaa, you can use model.historical_forecasts() for that. Here is a link to the docs: https://unit8co.github.io/darts/generated_api/darts.models.forecasting.arima.html#darts.models.forecasting.arima.ARIMA.historical_forecasts

dennisbader avatar Sep 23 '22 06:09 dennisbader