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As per the discussion above, we probably want a constructor method for arma/arima model that has the canonical integer arguments: (p,q) and (p,d,q) (respectively).
The tricky aspect here (IMO) is that the packages I've encountered arima inference (e.g. fable) use a frequentist approach and therefore don't have an API for setting priors. Therefore, we'll have to think of the friendliest way for users to specify priors (and probably what a good "default" prior(s) look like) as well as providing the familiar structure numbers.
The text was updated successfully, but these errors were encountered:
Originally posted by @seabbs in #438 (comment)
As per the discussion above, we probably want a constructor method for arma/arima model that has the canonical integer arguments:
(p,q)
and(p,d,q)
(respectively).The tricky aspect here (IMO) is that the packages I've encountered arima inference (e.g.
fable
) use a frequentist approach and therefore don't have an API for setting priors. Therefore, we'll have to think of the friendliest way for users to specify priors (and probably what a good "default" prior(s) look like) as well as providing the familiar structure numbers.The text was updated successfully, but these errors were encountered: