--- title: Models keywords: fastai sidebar: home_sidebar summary: "Uniserie models implementations." description: "Uniserie models implementations." nb_path: "nbs/models.ipynb" ---
from statsforecast.utils import AirPassengers as ap
auto_arima(ap, 12, season_length=12)
External regressors
drift = np.arange(1, ap.size + 1)
X = np.vstack([ap, np.log(drift), np.sqrt(drift)]).T
newdrift = np.arange(ap.size + 1, ap.size + 7 + 1).reshape(-1, 1)
newxreg = np.concatenate([np.log(newdrift), np.sqrt(newdrift)], axis=1)
auto_arima(X, 7, future_xreg=newxreg, season_length=12)
Confidence intervals
pd.DataFrame(auto_arima(ap, 12, season_length=12, level=(80, 95)))