Fit an ARIMAX model to a cv_set — fit

Fucntion to apply the ARIMAX workflow to each orgUnit in a dataset

Usage

fit_arima(
  cv_set,
  y_var,
  pred_vars,
  quantile_levels = c(0.01, 0.025, seq(0.05, 0.95, by = 0.05), 0.975, 0.99),
  log_trans = FALSE
)

cv_set: list containing analysis and assessment data.frames. One element of the output of split_cv_rolling().
y_var: character string of y variable label
pred_vars: vector string of column names of predictor variables. Note that static variables cannot be included in an ARIMAX model and will be automatically removed.
quantile_levels: numeric vector of quantiles to use in prediction intervals. Range 0-1. Default: c(0.01, 0.025, 0.05, 0.1, 0.15, 0.2, 0.25, 0.3, 0.35, 0.4, 0.45, 0.5, 0.55, 0.6, 0.65, 0.7, 0.75, 0.8, 0.85, 0.9, 0.95, 0.975, 0.99)
log_trans: whether to log transform the data to help with fit. Uses log(y+1). Default = FALSE

data.frame of prediction intervals on analysis and assessment data