Timeline for ARIMA - What is the proper ARIMA model for these data?
Current License: CC BY-SA 4.0
9 events
| when toggle format | what | by | license | comment | |
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| Nov 15, 2018 at 10:32 | vote | accept | komtugeder | ||
| Nov 14, 2018 at 11:37 | comment | added | IrishStat | If you are happy with my answer ...accept it and close the question. | |
| Nov 11, 2018 at 19:59 | history | edited | IrishStat | CC BY-SA 4.0 |
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| Nov 11, 2018 at 19:50 | history | edited | IrishStat | CC BY-SA 4.0 |
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| Nov 11, 2018 at 17:31 | comment | added | IrishStat | you can use dropbox or email them to me | |
| Nov 11, 2018 at 15:34 | comment | added | komtugeder | Sorry for another comment here due to the maximum characters per comment. Another question from me is that how to correctly determine the p and q value based on lags? For the first series, is it ARIMA(1,1,0) and ARIMA(0,1,1) since it cuts off AT the second lag (AFTER the first lag) or ARIMA(1,1,0) and ARIMA(0,1,1) since it cuts off AT the first lag (AFTER lag 0)? If the earlier is correct, thus there is no ARIMA(2,1,0) and ARIMA (0,1,2) due to no cut off AT third lag (AFTER second lag)? I consider using confidence level of 95% for this forecast. Thank you once again | |
| Nov 11, 2018 at 15:07 | comment | added | komtugeder | Hi, I believe that the model above is SARIMA, right? The first series has been differenced once, so should the d value be 1? FYI, I'm pursuing a master thesis which focusing on several forecasting method including moving average, exponential smoothing, seasonal and holt-winter's, and ARIMA for several fast-moving inventory items. For now i may not touch SARIMA since i have established limitations, maybe if i pursue deeper study on this i'll touch on that. With all due respect, is it possible to adapt those data to ARIMA? I'd like to post the data here but i don't know how. Thank you very much. | |
| Nov 11, 2018 at 12:53 | history | edited | IrishStat | CC BY-SA 4.0 |
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| Nov 11, 2018 at 12:21 | history | answered | IrishStat | CC BY-SA 4.0 |