There seems to be no function in package forecast (as of version
8.2) to re-estimate an ARIMA model on a subset of the original time series.
This update
method does exactly that.
# S3 method for Arima
update(object, subset, ...)
an object of class "Arima"
, e.g., from
forecast::auto.arima()
.
an integer vector selecting part of the original time series (and external regressors).
further arguments to be passed to arima()
.
the updated model.