Timeline for Why ARIMA/ARMA is performing very bad on out of sample (future) prediction?
Current License: CC BY-SA 4.0
8 events
| when toggle format | what | by | license | comment | |
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| Mar 18, 2019 at 22:53 | comment | added | user54285 | Answer which question? | |
| Mar 17, 2019 at 14:00 | comment | added | A.kumar | Ohh ! sorry actually I wanted to write -can we definitely say that a time series is not trend stationary if the p value of kpss test is far less than 0.05. btw you answered the question. | |
| Mar 17, 2019 at 13:56 | comment | added | Stats | Definitely not when the p value of KPSS test is far less than 0.05. | |
| Mar 17, 2019 at 6:30 | comment | added | A.kumar | quite often we fail miserably in detecting trends - Okay ,but can we just say that a time series is trend stationary if the p value of kpss test is far less than 0.05 ? | |
| Mar 16, 2019 at 18:29 | history | edited | Stats | CC BY-SA 4.0 |
edited body
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| Mar 16, 2019 at 18:27 | vote | accept | A.kumar | ||
| Mar 18, 2019 at 7:01 | |||||
| Mar 16, 2019 at 16:25 | history | edited | Stats | CC BY-SA 4.0 |
deleted 2 characters in body
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| Mar 16, 2019 at 15:32 | history | answered | Stats | CC BY-SA 4.0 |