Timeline for Doubts on ARIMA models forecast to account for an exponential trend only later in time
Current License: CC BY-SA 3.0
12 events
| when toggle format | what | by | license | comment | |
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| Oct 5, 2016 at 14:07 | vote | accept | Hu Shanxiong | ||
| Sep 30, 2016 at 16:41 | answer | added | Tom Reilly | timeline score: 0 | |
| Sep 30, 2016 at 16:14 | comment | added | Hu Shanxiong | Note that I have averaged the daily series into monthly data, that's why seasonality is shown as 12. My primary concern is whether the drift recommended by the model (which took account of the data structure of the full 10 years) actually under-represents the seemingly exponential growth in the last 2 years. I'm confused because with the coefficients weights in MA(2) and drift, the exponential trend should be accounted for right? (or if the data has been first differenced instead, the exponential trend should also be accounted for as well right?). My residuals are stationary. | |
| Sep 30, 2016 at 16:07 | comment | added | Hu Shanxiong | Here it is. drive.google.com/file/d/0ByCyXOvVti6yVS1FY05MSEpkTWM/… | |
| Sep 30, 2016 at 15:53 | history | edited | Hu Shanxiong | CC BY-SA 3.0 |
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| Sep 29, 2016 at 22:07 | comment | added | Tom Reilly | post your data. | |
| Sep 29, 2016 at 10:52 | history | edited | Hu Shanxiong | CC BY-SA 3.0 |
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| Sep 29, 2016 at 10:18 | history | edited | Hu Shanxiong | CC BY-SA 3.0 |
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| S Sep 28, 2016 at 19:04 | history | suggested | ilanman | CC BY-SA 3.0 |
This question clearly relates to the forecast package in R, so added R tag, and minor code formatting for better readability
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| Sep 28, 2016 at 18:47 | review | Suggested edits | |||
| S Sep 28, 2016 at 19:04 | |||||
| Sep 28, 2016 at 16:51 | review | First posts | |||
| Sep 28, 2016 at 18:47 | |||||
| Sep 28, 2016 at 16:47 | history | asked | Hu Shanxiong | CC BY-SA 3.0 |