Class ARIMAModel

Represents ARIMA models.

Direct Superclass

• FitModel

Important Dependencies

• forecast::auto.arima

• forecast::forecast

Public methods

• buildModel(...) passes on parameters stepwise and approximation and fitting and forecasting functions to FitModel's method setFittedFcasted; applies Box-Cox transformation and bias-adjustment; passes function which checks whether residuals are not independently distributed; allows generating forecast intervals from bootstrapped residuals if necessary

• useModel(fcast_period, ...) calls FitModel's method executeUseModel to fit model and forecast fcast_period-step ahead future; passes on the same fitting and forecasting functions as buildmodel()