smooth.AutoMSARIMA.fit

AutoMSARIMA.fit(y, X=None)

Fit the AutoADAM model.

Runs distribution loop and (optionally) ARIMA order selection, then copies the best fitted model’s state into this instance.

Parameters:
  • y (array-like) – Time series data.

  • X (array-like, optional) – External regressor matrix.

Return type:

self


Parent Class: AutoMSARIMA