forecast
Predict univariate time series using ARIMA or Holt-Winters exponential smoothing, with optional seasonal periods and confidence intervals.
Instructions
Forecast a univariate series with ARIMA or Holt-Winters exponential smoothing.
ARIMA uses the given ``order`` (default ``[1, 0, 0]``); when
``seasonal_period`` is set the seasonal order is ``[1, 0, 0, period]``.
Exponential smoothing uses an additive trend and, when a period is given,
an additive seasonal component. ARIMA intervals are analytic; exponential
smoothing intervals are a normal approximation from the residual standard
deviation.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| order | No | ||
| steps | No | ||
| method | No | arima | |
| series | Yes | ||
| conf_alpha | No | ||
| seasonal_period | No |