Reputation: 367
So I am a newbie to Google BigQuery ML and was wondering if the auto.arima automatically makes my time series data stationary ?
Suppose, I have a data that is not stationary and if I give the data as is to the auto arima model using Google BigQuery ML, will it first makes my data stationary before taking it as input ?
Upvotes: 0
Views: 715
Reputation: 1078
but that's part of the modeling procedure
From the documentation that explains What's inside a BigQuery ML time series model, it does appear that auto.ARIMA will make the data stationary.
However, I would not expect it to alter the source data table; it won't make that stationary, but in the course of building candidate models it may alter the input data prior to actual model fitting (transforms; e.g. box-cox, make stationary, etc.)
Upvotes: 0