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[ENH] Add SARIMA Forecaster #2862
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…oducing the expected results
Thank you for contributing to
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…bool, and fix bug with it not operating on differemced data
…e without refitting the model
… data, but not refitting the model
…into arb/base_arima
Reference Issues/PRs
Split out of #2828
Basis for #2838
Based on #2860
What does this implement/fix? Explain your changes.
Adds basic SARIMA forecaster, which fits phi, theta, phi_s, theta_s (and optionally c) parameters, but takes in the model to use e.g. ARIMA(p,d,q)(ps,ds,qs, m) and an option to include a constant term.
Does your contribution introduce a new dependency? If yes, which one?
Any other comments?
No
PR checklist
For all contributions
For new estimators and functions
__maintainer__
at the top of relevant files and want to be contacted regarding its maintenance. Unmaintained files may be removed. This is for the full file, and you should not add yourself if you are just making minor changes or do not want to help maintain its contents.For developers with write access