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add unit test for autoregression #122

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merged 24 commits into from
Jun 4, 2024
Merged

add unit test for autoregression #122

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c71e0ed
add unit test for autoregression
sheriff4000 Mar 31, 2024
6c97fd7
add autoregression forecast
sheriff4000 Jun 3, 2024
28e62b0
format
sheriff4000 Jun 3, 2024
985cfb0
add packages + ARIMA
sheriff4000 Jun 3, 2024
4e1682e
format arima + docstrings
sheriff4000 Jun 4, 2024
f6edfbe
linear forecaster
sheriff4000 Jun 4, 2024
809f0ba
arima forecaster
sheriff4000 Jun 4, 2024
9dc3ca5
combine forecast
sheriff4000 Jun 4, 2024
facfac6
add forecast modules
sheriff4000 Jun 4, 2024
a404d8c
docstring
sheriff4000 Jun 4, 2024
37eeee5
format
sheriff4000 Jun 4, 2024
2e2bc2e
docstring
sheriff4000 Jun 4, 2024
d50db7f
docstrings
sheriff4000 Jun 4, 2024
6d16a51
update test
sheriff4000 Jun 4, 2024
12edff0
update toml
sheriff4000 Jun 4, 2024
4c63855
reorder imports
sheriff4000 Jun 4, 2024
cc4082e
newline eof
sheriff4000 Jun 4, 2024
84d87b8
format files
sheriff4000 Jun 4, 2024
424eedd
vector of tuple
sheriff4000 Jun 4, 2024
149af7d
fix imports + add dependencies
sheriff4000 Jun 4, 2024
acbe80a
format
sheriff4000 Jun 4, 2024
c3e11f4
format
sheriff4000 Jun 4, 2024
366d674
fix test import
sheriff4000 Jun 4, 2024
a8ab122
fix params
sheriff4000 Jun 4, 2024
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874 changes: 569 additions & 305 deletions Manifest.toml
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5 changes: 5 additions & 0 deletions Project.toml
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Original file line number Diff line number Diff line change
Expand Up @@ -10,23 +10,28 @@ Currencies = "0fd90b74-7c1f-579e-9252-02cd883047b9"
DataFrames = "a93c6f00-e57d-5684-b7b6-d8193f3e46c0"
Dates = "ade2ca70-3891-5945-98fb-dc099432e06a"
DirectSearch = "9d7617aa-e122-4445-bdd0-98866dcb605d"
Distributions = "31c24e10-a181-5473-b8eb-7969acd0382f"
DotMaps = "98454f44-f182-4945-8d34-ddde53e72162"
HTTP = "cd3eb016-35fb-5094-929b-558a96fad6f3"
Ipopt = "b6b21f68-93f8-5de0-b562-5493be1d77c9"
JSON = "682c06a0-de6a-54ab-a142-c8b1cf79cde6"
JuMP = "4076af6c-e467-56ae-b986-b466b2749572"
JuliaFormatter = "98e50ef6-434e-11e9-1051-2b60c6c9e899"
LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
Logging = "56ddb016-857b-54e1-b83d-db4d58db5568"
MathOptInterface = "b8f27783-ece8-5eb3-8dc8-9495eed66fee"
Parquet2 = "98572fba-bba0-415d-956f-fa77e587d26d"
Pipe = "b98c9c47-44ae-5843-9183-064241ee97a0"
Plots = "91a5bcdd-55d7-5caf-9e0b-520d859cae80"
Printf = "de0858da-6303-5e67-8744-51eddeeeb8d7"
Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
RollingFunctions = "b0e4dd01-7b14-53d8-9b45-175a3e362653"
SparseArrays = "2f01184e-e22b-5df5-ae63-d93ebab69eaf"
Statistics = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
Suppressor = "fd094767-a336-5f1f-9728-57cf17d0bbfb"
Tables = "bd369af6-aec1-5ad0-b16a-f7cc5008161c"
TestEnv = "1e6cf692-eddd-4d53-88a5-2d735e33781b"
ToeplitzMatrices = "c751599d-da0a-543b-9d20-d0a503d91d24"
UUIDs = "cf7118a7-6976-5b1a-9a39-7adc72f591a4"

[compat]
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