Jaigus
Reputation: 1502
How can I tell what arima model this code is running?
I'm reading over some R code, and I've come across a line that where the function prototype doesn't seem to match what I've seen in the library's api (fabletools).
fitted_model = a_time_series %>%
filter(date <= tsibble::year(someyear)) %>%
fabletools::model(arima = ARIMA(time)
...Where time is a column from a a_time_series. How do I tell what arima model this is using?
(e.g. arima(1,1,1) or arima(0,1,1) ,etc)
I've checked this documentation however, the function prototypes don't seem to match.
Upvotes: 0
Views: 74
Answers (1)
Mitchell O'Hara-Wild
Reputation: 2459
You can identify the ARIMA output by looking at the formatted output in the console. If you need to obtain this display as text, you can use the format() function.
library(fable)
#> Loading required package: fabletools
library(tsibble)
library(dplyr)
tourism %>%
group_by(Purpose) %>%
summarise(Trips = sum(Trips)) %>%
model(auto_arima = ARIMA(Trips)) %>%
mutate(format(auto_arima))
#> # A mable: 4 x 3
#> # Key: Purpose [4]
#> Purpose auto_arima `format(auto_arima)`
#> <chr> <model> <chr>
#> 1 Business <ARIMA(0,1,1)(0,1,1)[4]> <ARIMA(0,1,1)(0,1,1)[4]>
#> 2 Holiday <ARIMA(0,1,1)(0,1,1)[4]> <ARIMA(0,1,1)(0,1,1)[4]>
#> 3 Other <ARIMA(0,1,1)(1,0,0)[4]> <ARIMA(0,1,1)(1,0,0)[4]>
#> 4 Visiting <ARIMA(1,0,1)(2,1,0)[4]> <ARIMA(1,0,1)(2,1,0)[4]>
Created on 2020-06-12 by the reprex package (v0.3.0)
Session info
devtools::session_info()
#> ─ Session info ───────────────────────────────────────────────────────────────
#> setting value
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#> ui X11
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#> collate en_AU.UTF-8
#> ctype en_AU.UTF-8
#> tz Australia/Melbourne
#> date 2020-06-12
#>
#> ─ Packages ───────────────────────────────────────────────────────────────────
#> package * version date lib source
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#> fable * 0.2.1 2020-06-11 [1] local
#> fabletools * 0.2.0 2020-06-11 [1] local
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#> yaml 2.2.1 2020-02-01 [1] RSPM (R 3.6.2)
#>
#> [1] /home/mitchell/R/x86_64-pc-linux-gnu-library/3.6
#> [2] /opt/R/3.6.2/lib/R/library
Upvotes: 1
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