Introduction to arimasel: Cartesian Product ARIMA Model Selection
1. Motivation | 2. Enumerating Candidates with cp_sets() | 3. Data | 4. Pre-screening: Stationarity and Differencing | 5. Cartesian Product ARIMA Selection | 6. Re-ranking by Different Criteria | 7. Akaike Weights | 8. Criterion Vote Table | 9. Visualising the Results | 10. Residual Diagnostics | 11. Forecasting | 11.1 Best-model forecast | 11.2 Ensemble forecast | 12. Monthly Series: Exchange Rate | 13. Comparing with auto.arima | 14. Summary | References