I am running an ARIMA model using the fable
package. Just curious to find out whether there is a way to specify the order of the model (e.g specifying an order of 2,1,1) when using the ARIMA
function in the package as opposed to using the optimal lags which are specified automatically?
Also trying to figure out the best way to add a vector as a dummy variable in order to control for a structural break for the first observation
I've used the built in dataset in the package (tourism
)
library(fable)
fit <- tourism %>% slice(tail(row_number(), 10)) %>%
model(arima = ARIMA(Trips))
TIA!
If you check out the help page for this
ARIMA()
function, it says how to specify p, d, and q, and it provides a nice example:You can specify numbers (or ranges of numbers that it can use to determine which one is the best fit) for p, d, and q in the right-hand side of the
formula
argument within theARIMA()
function.pdq()
is for non-seasonal components andPDQ()
is for seasonal components.It also says:
I'm not exactly sure what you're trying to accomplish with the dummy variable. Could you provide a reproducible example?