tidyverts / tidyverts/fable

ARIMA function doesn't work without specifying parameters

Open
#335 2 comments 0 reactions 0 assignees View on GitHub

Nobody has claimed this yet.

Dominant language
R
Stars
588
Forks
71
Avg merge
1h 58m
Merged PRs (30d)
1

Description

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!

Contributor guide

No contributing guide indexed for this repository

First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Research direction

Reproduce the report using the two model() examples in the issue and confirm the behavior on fable 0.3.1. Start at the ARIMA() entry point and trace the default parameter-selection path, comparing it with the explicit pdq/PDQ call. Done means the parameter-free call produces valid forecasts rather than Null, with coverage for the reported example.

Written by the indexing model from the issue text.

Assessment

Tech stack
r
Domain
data
Issue type
Bug
Difficulty
3/5
Estimated time
1-2 days
Activity status
Stale
Clarity
Mostly clear
Newbie friendliness
35/100

Get new issues in your inbox

A short digest of beginner-friendly GitHub issues.