Cool work! Do you plan to add the prediction intervals?

[timeseries-ru]

Hi!

It seems to be not so hard to add the intervals, since ctsa implements them.

Thanks

P.S. Sorry, I’m not able to do the pull request.

[Anton Zemlyansky]

Hi, that's a great idea! You're right, ctsa returns standard errors together with point predictions. Not sure why I missed that when porting. Will update the package soon..
Thanks!

[Anton Zemlyansky]

Updated the package to return standard errors from ctsa:
const [pred, errors] = arima(...)

To get 95% intervals you can do something like:
const intervals = errors.map((e, i) => [pred[i] - 1.96 * Math.sqrt(e), pred[i] + 1.96 * Math.sqrt(e)])

[timeseries-ru]

Thanks, it works!
https://repl.it/@AndrSaz/UnkemptCheerfulEmacs