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[FEAT] StatsForecast AutoARIMA forecasting model #3336

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merged 18 commits into from
Nov 13, 2022

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AzulGarza
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@AzulGarza AzulGarza commented Nov 8, 2022

Description

This PR includes a new model for the forecast module. AutoARIMA selects the best model amongst the arima family. Here's a reference for the model. Since StatsForecast is already included in the dependencies, it wasn't necessary to include it.

Here's a working example,

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  • I have performed a self-review of my own code.
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@DidierRLopes DidierRLopes added the feat S Small T-Shirt size Feature label Nov 8, 2022
@martinb-ai martinb-ai merged commit d2b49b3 into OpenBB-finance:main Nov 13, 2022
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4 participants