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Report Summary for Time Series Model Stats #413

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luna02100 opened this issue Dec 31, 2023 · 0 comments
Open

Report Summary for Time Series Model Stats #413

luna02100 opened this issue Dec 31, 2023 · 0 comments

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@luna02100
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luna02100 commented Dec 31, 2023

Describe the solution you'd like
I would like to suggest of adding report summary of time series models (e.g. ARIMA, ses). The report class can be work for the class of time series models (ARIMA or Exponential Smoothing Method (ses), and other time series models from either stats or forecast package).

How could we do it?
Similar to report summary from lm() class:

auto.arima(AirPassengers) %>% report()

Also, if you add this features, don't forget the summary of exogenous regressors (if there's any) and other statistics, such as the diagnostics of the time series models (e.g. Ljung-Box test, ARCH test).

Thank you

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