arima/case.js

ARIMA, SARIMA, SARIMAX and AutoARIMA models for time series analysis and forecasting

const ARIMA = require('.')
const ts = [40,70,0,50,30,50,0,30,30,0,20,26,50,0,0,0,0,0]

for (let i = 0; i<100; i++) {
const [pred1, errors1] = new ARIMA({
  method: 0, // ARIMA method (Default: 0)
  optimizer: 6, // Optimization method (Default: 6)
  p: 1, // Number of Autoregressive coefficients
  d: 1, // Number of times the series needs to be differenced
  q: 2, // Number of Moving Average Coefficients
  s: 11, // Seasonal lag
  P: 1, // Number of seasonal Autoregressive coefficients
  D: 1, // Number of seasonal times the series needs to be differenced
  Q: 1, // Number of seasonal Moving Average Coefficients
  verbose: false // Output model analysis to console
}).fit(ts).predict(4)
console.log(pred1)
}