arima
Fit seasonal time-series models with exogenous regressors to forecast outcomes and support causal decisions. Returns validated parameter estimates and diagnostics with audit-ready evidence.
Instructions
Fit ARIMA(p,d,q) or SARIMAX. Validation: certified parity evidence.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| y | Yes | Outcome variable column name or outcome array. | |
| auto | No | If True, select (p, d, q) by AICc grid search (ignores ``order``). | |
| exog | No | Exogenous regressors (ARIMAX). | |
| max_d | No | Bounds for the auto search. | |
| max_p | No | Bounds for the auto search. | |
| max_q | No | Bounds for the auto search. | |
| order | No | order parameter (Tuple[int, int, int]). | |
| detail | No | Payload depth: 'minimal' (~150 tokens) for sub-step calls where only the point estimate is needed; 'standard' (~1K tokens) for diagnostics + coefficient table; 'agent' (~2K tokens, default) adds violations / next_steps / suggested_functions so the LLM can plan its next call without another round-trip. | agent |
| method | No | Estimation convention. ``'statespace'`` keeps the default exact Kalman/SARIMAX likelihood. ``'css_ml'`` is retained as a compatibility alias for ``'innovations_mle'``. The innovations-MLE path uses statsmodels' stationary/invertible exact-MLE parameterization, matching ``stats::arima(method='ML')`` and tightly converged Stata ``arima`` coefficient conventions for pure ARMA models. | statespace |
| as_handle | No | If true, cache the fitted result on the server and return result_id + result_uri alongside the JSON payload so a subsequent tools/call can chain without re-running. | |
| data_path | No | Absolute path or URL to a data file. Supported: .csv / .tsv / .txt (delimited), .parquet / .pq, .feather / .arrow, .xlsx / .xls, .dta (Stata), .json / .jsonl. Schemes: file://, s3://, gs://, https://. | |
| result_id | No | Optional handle to a previously-fitted result (returned by an earlier call when as_handle=true). Tools that operate on a fitted object accept this in place of re-supplying data_path + columns. | |
| data_columns | No | Optional column projection. Parquet/Feather/Stata loaders honour this for fast partial reads. | |
| data_sample_n | No | Optional uniform random subsample size (seed=0, deterministic) — useful on huge panels. | |
| seasonal_order | No | seasonal_order parameter (Optional[Tuple[int, int, int, int]]). |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
No arguments | |||