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IrishStat
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Your ARIMA model is (probably !) an overfit and (probably ) is the cause of your confusion. What you are looking for might be a transfer function model expressed(a.k.a. ARMAX) expressed as a right-hand side model. https://stats.stackexchange.com/search?q=user%3A3382+transfer+function+model+as+a+right-hand+side

in general ...... where the time lag effects are IDENTIFIED rather than assumed and anomalous data is rendered harmless and trends and level shifts are clarified.

enter image description here

Your ARIMA model is (probably !) an overfit and (probably ) is the cause of your confusion. What you are looking for might be a transfer function model expressed as a right-hand side model. https://stats.stackexchange.com/search?q=user%3A3382+transfer+function+model+as+a+right-hand+side

in general ......

enter image description here

Your ARIMA model is (probably !) an overfit and (probably ) is the cause of your confusion. What you are looking for might be a transfer function model (a.k.a. ARMAX) expressed as a right-hand side model. https://stats.stackexchange.com/search?q=user%3A3382+transfer+function+model+as+a+right-hand+side

in general ...... where the time lag effects are IDENTIFIED rather than assumed and anomalous data is rendered harmless and trends and level shifts are clarified.

enter image description here

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IrishStat
  • 30k
  • 5
  • 36
  • 60

Your ARIMA model is (probably !) an overfit and (probably ) is the cause of your confusion. What you are looking for might be a transfer function model expressed as a right-hand side model. https://stats.stackexchange.com/search?q=user%3A3382+transfer+function+model+as+a+right-hand+side

in general ......

enter image description here

Your ARIMA model is (probably !) an overfit and (probably ) is the cause of your confusion. What you are looking for might be a transfer function model expressed as a right-hand side model. https://stats.stackexchange.com/search?q=user%3A3382+transfer+function+model+as+a+right-hand+side

Your ARIMA model is (probably !) an overfit and (probably ) is the cause of your confusion. What you are looking for might be a transfer function model expressed as a right-hand side model. https://stats.stackexchange.com/search?q=user%3A3382+transfer+function+model+as+a+right-hand+side

in general ......

enter image description here

Source Link
IrishStat
  • 30k
  • 5
  • 36
  • 60

Your ARIMA model is (probably !) an overfit and (probably ) is the cause of your confusion. What you are looking for might be a transfer function model expressed as a right-hand side model. https://stats.stackexchange.com/search?q=user%3A3382+transfer+function+model+as+a+right-hand+side