Timeline for Time series model of intraday data on weekdays and weekends
Current License: CC BY-SA 3.0
3 events
| when toggle format | what | by | license | comment | |
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| Nov 12, 2012 at 15:33 | comment | added | Richi W | Thanks for your comments. I will keep this in mind and work through the link that you privided. | |
| Nov 12, 2012 at 14:50 | comment | added | IrishStat | The problem with Step 1 is that if tou need Step 2, your results from Step 1 are probably useless. Furthermore Step 1 requires you to specifiy 1) how many trends there are ; 2) How many Step shifts there are ; 3) that the seasonality is fixed ( dummies_) or autoprojective ; 4) the errors from the model have constant variance etc. etc. etc. If your goal is to develop a useful model, this may not be served by doing what's wrong/insufficient first. Ease of use and speed are of interest but should take second place ( a distant second place !) to good analytics. | |
| Nov 12, 2012 at 8:12 | history | answered | Richi W | CC BY-SA 3.0 |