moving-average-arima
Version:
ARIMA, SARIMA, SARIMAX and AutoARIMA models for time series analysis and forecasting
19 lines (18 loc) • 468 B
JavaScript
;
var ARIMA = require('../../src');
var ts = [41, 71, 0, 40, 40, 40, 0, 40, 20, 1, 10, 1, 90, 0, 0, 0, 0, 0];
for (var i = 0; i < 100; i++) {
var _a = new ARIMA({
method: 0,
optimizer: 6,
p: 1,
d: 1,
q: 2,
s: 11,
P: 1,
D: 1,
Q: 1,
verbose: false // Output model analysis to console
}).fit(ts).predict(4), pred = _a[0], errors = _a[1];
console.log(pred, errors);
}