Investigate variables from ARIMAX model

Investigate variables from ARIMAX model

Usage

inv_variables_arima(cv_set, y_var, pred_vars, var_scales)

Arguments

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.

var_scales

data.frame of centering and scaling values for predictor variables

Value

list of variable importance and data for counter-factual plots