Auto ARIMA Learner

Trains AutoRegressive Integrated Moving Average (ARIMA) models and returns the best model according to the search criterion (AIC, BIC) within the provided constraints (max p,d,q). ARIMA model captures temporal structures in time series data in the following components:
- AR: Relationship between the current observation and a number (p) of lagged observations
- I: Degree (d) of differencing required to make the time series stationary
- MA: Time series mean and the relationship between the current forecast error and a number (q) of lagged forecast errors

Additionally, coefficent statistics and residuals are provided as table outputs.
*Note that the (p,d,q) values of the selected model can be found in the model summary output table.

Model Summary metrics:
RMSE (Root Mean Square Error)
MAE (Mean Absolute Error)
MAPE (Mean Absolute Percentage Error)
*will be missing if zeroes in target
R2 (Coefficient of Determination)
Log Likelihood
AIC (Akaike Information Criterion)
BIC (Bayesian Information Criterion)

If you encoutner errors please verify that
Preferances > KNIME > Python (labs) > Python environment configuration
is set to bundled

Input ports

1. Type: Table
   Port 1
   Table containing numeric target column to fit the ARIMA model.

Output ports

1. Type: Python
   Port 1
   ARIMA model.
2. Type: Table
   Port 2
   Table containing the selected ARIMA (p,d,q) model, coefficient statistics, and the following evaluation metrics of the ARIMA model: RMSE MAE MAPE R2 Log Likelihood AIC BIC
3. Type: Table
   Port 3
   Table containing the residuals.