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arjay55/R_auto_arima.r

Last active August 20, 2019 04:21
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R_auto_arima
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R_auto_arima.r
model = auto.arima(ts(data$inflation,frequency = 1),seasonal = FALSE,stepwise=FALSE,
approximation = TRUE, max.p = myp, max.q = myq, max.P = myp,
max.Q = myq, max.d = 4, max.D=4,
max.order=120, num.cores = 3,parallel = TRUE)
flength=15
fcast_no_holdout <- forecast(model,flength)
Raw
R_auto_arima_b.r
model = auto.arima(ts(rev(data$inflation),frequency = 1),seasonal = FALSE,stepwise=FALSE,
approximation = TRUE, max.p = myp, max.q = myq, max.P = myp, max.Q = myq, max.d = 4,
max.D=4, max.order=120, num.cores = 3,parallel = TRUE)
flength=6
fcast_no_holdout <- forecast(model,flength)
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