Return fitted values during training phase

[TiaHao]

Is your feature request related to a problem? Please describe.

Hi,

This library is quite powerful and I appreciate it a lot. I am wondering is there any way to return back the fitted values for training phase, like the fittedvalues attribute of sarima model in statsmodels package? I would like to compute the R2, RMSE, etc for training phase as well.

Thank you!

Describe the solution you'd like

one added attribute for the train function

Describe alternatives you've considered

directly return back some evaluation metrics: R2, RMSE, MSE, MAPE etc. for training phase

Additional Context

No response

[tgsmith61591]

This can currently be accessed via the private arima_res_ attribute. But this would be a pretty easy attribute to expose at the top-level. We'll get this into the next release

import pmdarima as pm

y = pm.datasets.load_wineind()
mod = pm.ARIMA((1, 0, 2)).fit(y)
mod.arima_res_.fittedvalues

[tgsmith61591]

Merged into master, and will be released in the next version