ArimaxModel train

---

train(self, frame, timeseries_column, x_columns, p, d, q, xreg_max_lag, include_original_xreg=True, include_intercept=True, user_init_params=None)

[ALPHA] <Missing Doc>

Parameters:

frame : Frame

A frame to train the model on.

timeseries_column : unicode

Name of the column that contains the time series values.

x_columns : list

Names of the column(s) that contain the values of previous exogenous regressors.

p : int32

Autoregressive order

d : int32

Differencing order

q : int32

Moving average order

xreg_max_lag : int32

The maximum lag order for exogenous variables

include_original_xreg : bool (default=True)

If true, the model is fit with an original exogenous variables (intercept for exogenous variables). Default is True

include_intercept : bool (default=True)

If true, the model is fit with an intercept. Default is True

user_init_params : list (default=None)

A set of user provided initial parameters for optimization. If the list is empty (default), initialized using Hannan-Rissanen algorithm. If provided, order of parameter should be: intercept term, AR parameters (in increasing order of lag), MA parameters (in increasing order of lag)

Returns:

: dict