Hey folks, I am new here and recently started using the

statsforecast

package. I have a qq about

AutoARIMA()

. If I fit

AutoARIMA

to a dataframe with many unique_ids, is the best model across all unique_ids what gets returned? It seems like the answer is 'yes', but wanted to confirm. Thanks 🙂

Hey. The AutoARIMA model takes arrays as input, are you converting your target to an array?

my workflow thus far has been to pass AutoARIMA to StatsForecast like this

a_arima = AutoARIMA(
    season_length = 7,
    trace = True,
    alias = 'auto_arima'
)
sf = StatsForecast(
    models = [
        a_arima
    ],
    freq = 'D',
    verbose = True,  
)

sf.fit(df)

df

has multiple unique_ids

ah, so you're using the StatsForecast class. In that case the best model is found for each unique_id

oh 🙂 . wonderful! Thanks very much for your assistance.