moving-average-arima
Version:
ARIMA, SARIMA, SARIMAX and AutoARIMA models for time series analysis and forecasting
19 lines (17 loc) • 773 B
JavaScript
const ARIMA = require('../../src')
const ts = [41, 71, 0, 40, 40, 40, 0, 40, 20, 1, 10, 1, 90, 0, 0, 0, 0, 0]
for (let i = 0; i < 100; i++) {
const [pred, errors] = 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(pred, errors)
}