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Function autoFit(ts,maxP,maxD,maxQ) question #190

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dev-owner opened this issue Mar 28, 2017 · 1 comment
Open

Function autoFit(ts,maxP,maxD,maxQ) question #190

dev-owner opened this issue Mar 28, 2017 · 1 comment

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@dev-owner
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Hi there,

Now I am using the ARIMA model in the sparkts library. However, when I was reviewing the code on github, I found some errors about function autoFit() in ARIMA.scala

autoFit(ts, maxP, maxD, maxQ)

   * @param ts time series to which to automatically fit an ARIMA model
   * @param maxP limit for the AR order
   * @param maxD limit for differencing order
   * @param maxQ limit for the MA order
   * @return an ARIMAModel

As you can see above, you can see the role of each parameter.
So, when I did autoFit(ts,0,0,0) I thought that results were p = 0, q = 0 because maxP = 0 and maxQ = 0.
But result was maxP = 2, maxQ = 2.
I don't know why these results came out.

arima

In the picture I attached, the maxD, maxP, maxQ values are specified in the code to limit the value. In this code, although the max value is specified, the result is higher than the max value.I can not be sure if I do not understand or if there is an error in this code.

I'll wait for your reply.

Thank you.

@abafo22
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abafo22 commented Jul 5, 2019

From the sparkts Library, autoFit() automatically fit an ARIMA model. By default maxP =5, maxD=2 and maxQ= 5.

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