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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
Accepted
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 …
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/
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 …
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 …