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Use this tag for any *on-topic* question that (a) involves `R` either as a critical part of the question or expected answer, & (b) is not *just* about how to use `R`.

1 vote
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R Why isn't the variance of the residuals equal to sigma2 value when using arima in fable?

The residual variance (sigma2) reported by the ARIMA output is unbiased. To calculate it, you would need to take into account the degrees of freedom of the model. The calculation used in ARIMA() is: l …
Mitchell O'Hara-Wild's user avatar
4 votes
Accepted

R forecasting: List of supported or available models from fable package

The reference page on the fable website contains an organised list of models: https://fable.tidyverts.org/reference/
Mitchell O'Hara-Wild's user avatar
2 votes
Accepted

Computing reconciled prediction intervals when forecasting logged outcome variable using fable

The latest development version of fabletools allows you to probabilistically reconcile any forecast if you use sample/bootstrapped forecasts. Try updating the {fabletools} and {distributional} package …
Mitchell O'Hara-Wild's user avatar
8 votes
Accepted

Error while fitting data in auto.arima - R

This warning (not an error) is informing you that the seasonal unit root test (used to select the number of seasonal differences, D) has errored. Admittedly, the message is not very informative for w …
Mitchell O'Hara-Wild's user avatar