This is a long post so I hope you can bear with me, and please correct me where I'm wrong. My goal is to produce a daily forecast based on 3 or 4 weeks of historical data. The data is 15 minute ...
I had a monthly river temperature (408 values, separated 360 for modeling). Then I deseasonalized and transformed it to a normal time series by a plotting position technique. Now I need to fit an ARMA ...
I'm forecasting gold prices using an ARIMA model. An ARIMA model requires a stationary, non-seasonal, linear series. However, after reading a few books, it seems that gold price data is ...