Integrate ARIMA with CRRao

[sourish-cmi]

Integrate State Space models like ARIMA with CRRao
Integrate State Space models like ARIMA with CRRao from StateSpaceModels.jl package.

The possible solution would look like

container = fit(y::TSFrame, SARIMA(), order::vector=(0,1,1), seasonal_order::vector = (0, 1, 1, 12)...)

Automatic Forecasting

model = auto_ets(log_air_passengers; seasonal = 12)
model = auto_arima(log_air_passengers; seasonal = 12)

forecast(container, h=12)

Referances

[1] The detail about the StateSpace package in this paper
[2] "Time Series Analysis by State Space Methods" (2012) by James Durbin and Siem Jan Koopman.

[Nandini-Jaiswal]

Would you please assign this issue to me? I may take some time as I'm contributing for the first time.

[sourish-cmi]

Would you please assign this issue to me? I may take some time as I'm contributing for the first time.

I have added you to the issue.