model_arimax

model_arimax(
    data,
    covariates,
    p=1,
    d=0,
    q=0,
    b=0,
    include_intercept=True,
    transform=None,
    trend_type=None,
    include_seasonality=None,
    training_time_steps=None,
    parameters=None,
    parameter_values=None,
    use_default_flat_priors=None,
)

An ARIMAX(p, d, q, b) model with covariates.

Parameters

Name	Type	Description	Default
data	array_like	The observed series, in sequence order.	required
covariates	sequence of array_like or ndarray	One covariate series per element, or a 2-D array with one covariate per column.	required
p	int	Autoregressive, differencing, moving-average, and covariate-lag orders.	1
d	int	Autoregressive, differencing, moving-average, and covariate-lag orders.	1
q	int	Autoregressive, differencing, moving-average, and covariate-lag orders.	1
b	int	Autoregressive, differencing, moving-average, and covariate-lag orders.	1
include_intercept	bool	Include an intercept term.	True
transform	('None', 'Logarithmic', 'BoxCox', 'YeoJohnson')	Variance-stabilizing transform.	"None"
trend_type	('None', 'Linear', 'Quadratic', 'Cubic')	Deterministic trend.	"None"
include_seasonality	bool	Include seasonal terms.	None
parameters		As in :func:model_univariate.	None
parameter_values		As in :func:model_univariate.	None
use_default_flat_priors		As in :func:model_univariate.	None

Returns

Name	Type	Description
	Model	The assembled model spec.