Steven P. Sanderson II, MPH · @stevensanderson
99 followers · 537 posts · Server mstdn.social
Sometimes we want to look at a #bootstrapping #model and we can easily achieve this in #r even in #timeseries #modeling with the #forecast #package
In this post I used the AirPassengers dataset and used the auto.arima() function to bootstrap models, then I wanted to take a look at the residuals.
This is not comprehensive but sheds some light on how to do this outside of the #tidymodels #framework
Post: https://lnkd.in/gwjMfezH
#autoarima #Software #OpenSource #arima #RStats #framework #tidymodels #package #forecast #modeling #timeseries #r #model #bootstrapping
Gretl · @gretl
8 followers · 6 posts · Server econtwitter.netJust to inform you:
The next release will include native support for #AutoARIMA automatically determining the optimal ARIMA #timeseries model specification.
This is will be pretty fast, as it's implemented in C.
#autoarima #TimeSeries #gretl #econometrics #economics #statistics #datatscience