Including drift when estimating ARIMA model using fable package

61 views Asked by At

I would like to estimate an ARIMA model (using the fable package), say ARIMA(1,1,0). How do I make R also to estimate the drift element? To fit an ARIMA model, the code is

DataSetName |> model(model.arima = ARIMA(TimeSeriasName ~ pdq(1,1,0))

How do I add drift to this estimation?

DataSetName |> model(model.arima = ARIMA(TimeSeriasName ~ pdq(1,1,0) + drift() )

gives the error:"[1] could not find function "drift""

Many thanks!

0

There are 0 answers