AutoArima
Automatically fit ARIMA models and forecast with them
Run an Example
{
"diag": {
"aic": -18.143600422796503,
"aicc": -15.961782240978302,
"bic": -16.019449819489797,
"loglik": 12.071800211398202
},
"forecast": {
"lower.80": [
0.9719245625904731,
1.86834574606477,
3.12854269050939,
4.020907507693179
],
"lower.95": [
0.9151603491259428,
1.8064935824904798,
3.0533092680037504,
3.9389660694708195
],
"mean": [
1.07915471433223,
1.98518726435289,
3.27066200863177,
4.17569856914269
],
"upper.80": [
1.1863848660739902,
2.1020287826410105,
3.41278132675415,
4.33048963059221
],
"upper.95": [
1.24314907953852,
2.1638809462153006,
3.4880147492597904,
4.41243106881457
]
},
"model": {
"arma": [
1,
0,
1,
0,
4,
1,
1
],
"model": {
"Delta": [
1,
0,
0,
1,
-1
],
"P": [
[
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-2.5981455627089904e-15,
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-1.9169662062013196e-15,
-1.2956799024749797e-15,
-8.616711764342697e-15
],
[
-3.810178590088409e-15,
2.91410389941236e-16,
1.28566884396136e-15,
-3.3134664013743595e-16,
-2.916605019150119e-16,
-3.44772889719518e-30,
-5.317428319906709e-31,
1.97665295301025e-16,
2.14711890677926e-15,
-1.6630596833091598e-15
],
[
-3.49556663815758e-16,
2.33738855413286e-15,
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-2.1439593333517595e-15,
-5.059121315232981e-16,
6.8214367904378896e-31,
-2.6207988976243703e-16,
-2.7744946414260606e-16,
1.36843616636732e-15,
1.01887950255156e-15
],
[
-4.6730003246066e-16,
-2.88297120063906e-16,
-2.92299169463608e-15,
2.34452101998784e-15,
2.3223417742605997e-15,
1.41915422157233e-16,
-1.2725879096066404e-15,
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-1.81607067275507e-15
],
[
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2.0888077630047902e-15,
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8.0496991053448e-17,
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-8.929639687957972e-16,
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-1.0277929574675498e-15
],
[
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3.876276182123879e-15,
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7.54982075089151e-15,
5.632484913987879e-15,
-1.4870236151873296e-16,
1.45229572615717e-15,
1.8506563897057204e-15,
-7.901205720943181e-16,
6.61913713465611e-15
],
[
7.075648041729401e-15,
3.82027248940098e-15,
-5.768358961070749e-15,
5.4217371578310894e-15,
4.7438856494105796e-15,
-1.3382692160277199e-30,
2.7461355448081503e-16,
2.0108105560524506e-16,
-2.45243079528102e-15,
4.623217246448388e-15
],
[
6.89122056645773e-15,
4.041436519921e-15,
-4.921318021313391e-15,
4.943083089658111e-15,
4.21215127666366e-15,
-1.4490309647669201e-30,
-3.0892888230038094e-30,
-2.0711840725101002e-16,
-2.2755431983179104e-15,
4.61567736813982e-15
],
[
6.57062723687221e-15,
6.159227981279671e-15,
-3.0594974164973304e-15,
5.3230298925117206e-15,
4.306928047527609e-15,
8.467530977218263e-32,
-1.61871367336104e-30,
-3.7121515087555804e-30,
-5.947761382148261e-17,
6.5111496230507304e-15
],
[
9.727451118650838e-17,
1.43385015391683e-15,
-4.1441222614338694e-15,
4.0108244139683995e-15,
3.6010520874357595e-15,
-3.664202406069779e-30,
-3.3499773754364e-30,
-4.784294761256449e-30,
-1.28708677478387e-30,
9.727451118650349e-17
]
],
"Pn": [
[
0.999999999999994,
-3.406806493152879e-15,
-1.36684515717524e-15,
-2.30441484165318e-15,
-1.08311327512375e-15,
8.43466656607441e-17,
-6.68002601804654e-16,
-9.356689279615935e-16,
-8.861293970008141e-16,
-7.25074232468595e-15
],
[
-2.5249078031939e-15,
2.9141038994123703e-16,
1.28566884396136e-15,
-3.3134664013743797e-16,
-2.916605019150129e-16,
0,
4.87435593150902e-31,
1.9766529530102602e-16,
2.14711890677926e-15,
-1.6630596833091497e-15
],
[
-6.773708121845921e-16,
2.33738855413286e-15,
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-2.1439593333517595e-15,
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-1.9721522630525304e-31,
-2.62079889762438e-16,
-2.7744946414260705e-16,
1.36843616636732e-15,
1.01887950255156e-15
],
[
-2.0627340029748303e-15,
-2.88297120063908e-16,
-2.92299169463608e-15,
2.3445210199878503e-15,
2.3223417742605997e-15,
1.41915422157229e-16,
-1.2725879096066404e-15,
-1.7952573563867705e-15,
-1.49068606245164e-15,
-1.81607067275507e-15
],
[
-1.0071086437274596e-15,
-5.14387428495423e-16,
-1.0683809647699702e-15,
2.0888077630047902e-15,
1.4965513541153398e-15,
8.049699105344579e-17,
-6.375142282141561e-16,
-8.929639687957982e-16,
-8.998577413113819e-16,
-1.0277929574675498e-15
],
[
1.0240452296638902e-14,
3.876276182123879e-15,
-5.2678119420536396e-15,
7.5498207508915e-15,
5.632484913987879e-15,
-1.4870236151872596e-16,
1.45229572615717e-15,
1.8506563897057204e-15,
-7.901205720943163e-16,
6.61913713465611e-15
],
[
7.86861590152502e-15,
3.82027248940098e-15,
-5.768358961070749e-15,
5.4217371578310894e-15,
4.7438856494105796e-15,
7.888609052210122e-31,
2.74613554480816e-16,
2.0108105560524602e-16,
-2.45243079528101e-15,
4.623217246448388e-15
],
[
7.872517844697458e-15,
4.041436519921009e-15,
-4.921318021313391e-15,
4.943083089658111e-15,
4.21215127666366e-15,
1.1832913578315198e-30,
-2.3111516204547894e-30,
-2.0711840725100906e-16,
-2.2755431983179104e-15,
4.61567736813982e-15
],
[
6.980177742346371e-15,
6.159227981279671e-15,
-3.0594974164973304e-15,
5.3230298925117206e-15,
4.306928047527609e-15,
1.1832913578315198e-30,
-1.2939532855569797e-30,
-3.31026071243208e-30,
-5.947761382148241e-17,
6.5111496230507304e-15
],
[
1.46324395084326e-15,
1.43385015391683e-15,
-4.1441222614338694e-15,
4.01082441396839e-15,
3.6010520874357595e-15,
0,
-2.2668075123255704e-30,
-3.44387266796264e-30,
-7.276533003101921e-31,
9.727451118650539e-17
]
],
"T": [
[
-0.567218064321881,
1,
0,
0,
0,
0,
0,
0,
0,
0
],
[
0,
0,
1,
0,
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
1,
0,
0,
0,
0,
0,
0
],
[
-0.954358899938221,
0,
0,
0,
1,
0,
0,
0,
0,
0
],
[
-0.541329607891317,
0,
0,
0,
0,
0,
0,
0,
0,
0
],
[
1,
0,
0,
0,
0,
1,
0,
0,
1,
-1
],
[
0,
0,
0,
0,
0,
1,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0,
1,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0,
0,
1,
0,
0
],
[
0,
0,
0,
0,
0,
0,
0,
0,
1,
0
]
],
"V": [
[
1,
0,
0,
0,
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0,
0,
0,
0,
0
]
],
"Z": [
1,
0,
0,
0,
0,
1,
0,
0,
1,
-1
],
"a": [
0.100000000000001,
0.4358765207644221,
0.12109595316270401,
0.23217470919233402,
0.16239888236739605,
3,
2,
1,
4.3,
3.4
],
"h": 0,
"phi": [
-0.567218064321881,
0,
0,
-0.954358899938221,
-0.541329607891317
],
"theta": [
0,
0,
0,
0
]
},
"residuals": {
"data": [
0.0005773489647043417,
0.0010327924730676298,
0.0015212715342650697,
0.0013362984798151595,
-0.0060808970498724005,
0.027132074857030203,
0.043330735720769106,
0.05390206433472781,
-0.133993750043802,
-0.031171589741644697,
-0.00715295564738444,
-0.0071529556493420705,
0.0156675943809127,
-0.185080507422231,
0.0937093427848604,
-0.07940343148639052,
-0.129111207246033,
-0.005791272566047389,
-0.011103484375477797,
-0.0032024269229906596
],
"freq": 4
},
"sigma2": 0.00700102567142826,
"x": {
"data": [
1,
2,
3,
4,
1.1,
2.2,
3.3,
4.4,
1.1,
2.1,
3.1,
4.1,
1.2,
2.1,
3.4,
4.3,
1,
2,
3,
4
],
"freq": 4
}
}
}Install & Use
curl -X POST -d '{
"data": [
1, 2, 3, 4,
1.1, 2.2, 3.3, 4.4,
1.1, 2.1, 3.1, 4.1,
1.2, 2.1, 3.4, 4.3,
1, 2, 3, 4],
"freq": 4,
"horizon": 4
}' -H 'Content-Type: application/json' -H 'Authorization: Simple YOUR_API_KEY' https://api.algorithmia.com/v1/algo/paranoia/AutoArima/0.1.0