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mdancho84 avatar mdancho84 commented on May 20, 2024

Hi @MislavSag ,

The date column is a requirement of modeltime functions to standardize the input & output for time-based models. The formula fit(value ~ date) has less to do with auto.arima and more to do with the interface of tidymodels, which uses a formula-style. It also helps internally to standardize the output of modeltime models, which include training data along with residuals and the time-based dependency column (date) in this example. So structurally, I found it important so I made the design decision to require it. It also makes it consistent with models like prophet_reg(), which require a date column.

So in summary, you are correct in that Arima models are sequential and have no relationship to a time column. However, from a design perspective, it's important to have a structure that is consistent across all modeltime objects, and the date column is needed for that.

Hope this helps.

-Matt

from modeltime.

MislavSag avatar MislavSag commented on May 20, 2024

For me, formula y~date looks like a date column is a dummy variable. For every model I have to minimally include y ~ date, but for some models, it can also include dates as factors and other covariates?

from modeltime.

mdancho84 avatar mdancho84 commented on May 20, 2024

Closing this - I cannot change the formula convention without breaking the package.

from modeltime.

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