Forecast Model

Question

Dear Community,

I hope everyone is well.

I'm studying some forecast functions inside AIMMS and would like to know if there is a function to create the forecast using ARIMA, SARIMA or similar method,

Thank you

mohansx · Accepted Answer

@luiswilbertThe AIMMS forecast library is pretty limited in terms of forecasting capabilities. It offers a selection of moving average, and exponential smoothing methods. See the entire list here:Forecasting Functions — AIMMS Function ReferenceMore advanced methods like ARIMA, SARIMA are not available and we have no plans of adding those capabilities. Our recommendation is to use R (Forecasting Functions for Time Series and Linear Models • forecast (robjhyndman.com)) or Python (Quick Start | Prophet (facebook.github.io))

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