Timeline for Doubts on ARIMA models forecast to account for an exponential trend only later in time
Current License: CC BY-SA 3.0
6 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Oct 5, 2016 at 14:07 | vote | accept | Hu Shanxiong | ||
| Oct 5, 2016 at 14:07 | comment | added | Hu Shanxiong | Sorry didn't know i could do that. Upvoted. Thanks, sincerely. | |
| Oct 4, 2016 at 20:16 | comment | added | Tom Reilly | If you like my answer, give it a "check". | |
| Sep 30, 2016 at 17:59 | comment | added | Tom Reilly | Hu-No, it uses all of the data. A level shift variable (ie 0,0,0,0,0,1,1,1,1,1 etc) was added to the model automatically. See this paper jstor.org/stable/1391308?seq=1#page_scan_tab_contents | |
| Sep 30, 2016 at 17:25 | comment | added | Hu Shanxiong | Thanks for the comprehensive response Tom. I averaged the daily data to monthly to simplify things further. But I'm unable to fully understand some of the output. Did the prediction account for the change in trend from period 92 by cutting off the data from 1-92? | |
| Sep 30, 2016 at 16:41 | history | answered | Tom Reilly | CC BY-SA 3.0 |