---

name: univariate-models description: "Use PyFlux ARIMA, ARIMAX, and NNAR models for univariate time-series forecasting, exogenous regressors, priors, prediction, and diagnostics." disable-model-invocation: true metadata: disco-role: operating license: BSD 3-Clause

Univariate Models

Use this route when a user wants to:

• fit or compare ARIMA, ARIMAX, or NNAR
• forecast a single series with or without exogenous regressors
• choose AR / MA / integration orders
• run in-sample prediction, out-of-sample forecasting, prediction intervals, posterior samples, or PPCs
• work with continuous or count series through PyFlux families

Route map

• ARIMA for a single observed series with no regressors.
• ARIMAX for a single series with known or forecastable exogenous regressors.
• NNAR for nonlinear autoregression with BBVI-only fitting.

Exclusions

• Conditional volatility -> ../volatility-models/
• GAS and GASRank -> ../gas-models/
• State-space and dynamic regression -> ../state-space-models/
• VAR and GPNARX -> ../multivariate-models/
• NNARX is source-only/undocumented, not top-level exported, and not a first-class route here.

Shared notes

• For the shared fit-method menu, latent-variable priors, result objects, and Aggregate, use the root families-and-inference reference.
• Use references/api-reference.md for constructors and exact method signatures.
• Use references/workflows.md for offline synthetic examples and validation checks.
• Use references/troubleshooting.md for formula, forecast, Bayesian, and shape issues.

Smoke helper

Run the bundled smoke helper for this route from this sub-skill or the root skill:

scripts/smoke_pyflux_models.py --section univariate