Comments (4)
gmcaixeta
commented on June 11, 2024
Wouldn't it be worth using the auto-arima from the statsforecast nixtla library which was implemented in python ?
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melopeo
commented on June 11, 2024
@gmcaixeta I might be mistaken, but I think it is already available here: https://github.com/awslabs/gluonts/blob/dev/src/gluonts/ext/statsforecast.py#L159
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gmcaixeta
commented on June 11, 2024
@melopeo Sorry, my mistake.
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lostella
commented on June 11, 2024
Link to more recent R test failure (log linked in OP has expired): https://github.com/awslabs/gluonts/actions/runs/9176392521/job/25231547428
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