Hold-out validation forecast: fits SARIMA(p,d,q)(P,D,Q)_12 with
stats::arima to the leading training months, forecasts the
last h months, and reports MAPE / RMSE.
Usage
morie_tps_sarima_forecast(
df,
ds_name = "?",
h = 12L,
order = c(1L, 1L, 1L),
seasonal = c(0L, 1L, 1L, 12L)
)
Arguments
- df
A data.frame.
- ds_name
Character label.
- h
Hold-out horizon in months (default 12).
- order
Non-seasonal ARIMA order c(p,d,q).
- seasonal
Seasonal order c(P,D,Q,s); the 4th element
is the seasonal period.
Value
A morie_rich_result list with aic,
bic, mape_pct, rmse, forecast,
actual.