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SARIMAX Model / ARIMA with external regressors

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Hello,

 

I just wanted to find out if there is an ARIMA model with "external regressors" available. I wanted to check if promotions can be entered as "external regressors" on top of the current seasonal ARIMA model.

 

This is pretty important for our potential use.

 

Thank you,

Deniz.

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Alteryx
Alteryx

Hey @dnuhoglu,

 

The ARIMA tool does allow for the use of covariates in developing a TS model (ARIMAX). The option can be found in the tool's configuration under the Required Parameters

tab:

Use Covariates.png

 

Additionally, if you are using covariates to build an ARIMA model object, you will want to use the TS Covariate Forecast tool in order to generate your forecasts:

TS Covariate Forecast.png

 

One last resource that is pretty helpful when using the Alteryx TS tools is the the online book  Forecasting: Principles and Practice, which is co-written by Rob Hyndman, who is also the author of the forecast package which is used for these tools.

 

Let me know if you have any additional questions.

 

Thanks!

 

Hoss Carroll
Customer Support Engineer
Alteryx
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