Timeline for Role of `trend` argument compared to integral order in ARIMA model
Current License: CC BY-SA 4.0
12 events
| when toggle format | what | by | license | comment | |
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| Nov 10, 2023 at 13:29 | comment | added | Robert Long | @RichardHardy thanks again, I have modified that sentence as per your suggestion. Cheers :) | |
| Nov 10, 2023 at 13:29 | history | edited | Robert Long | CC BY-SA 4.0 |
Clarity
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| Nov 10, 2023 at 12:51 | comment | added | Richard Hardy | Thank you. I think your answer could be even more helpful if you adjusted the sentence Differencing is applied when your time series displays a trend or seasonality, as it seems to have substantial potential to mislead. | |
| Nov 10, 2023 at 11:44 | history | edited | Robert Long | CC BY-SA 4.0 |
To address the comment by Richard Hardy
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| Nov 10, 2023 at 11:28 | comment | added | Robert Long | @RichardHardy I agree with you. I will update my answer accordingly. | |
| Nov 10, 2023 at 11:12 | comment | added | Richard Hardy | Differencing is applied when your time series displays a trend or seasonality. This kind of treatment leads all too many practitioners to overdifferene their time series, introducing a moving-average unit-root component and increasing the error variance. Existence of deterministic trend or seasonality without presence of a unit root (seasonal or not) does not warrant differencing. | |
| Nov 10, 2023 at 11:06 | comment | added | Marco Bresson | I did, but my vote was not casted due to my low reputation. I casted it again and it went through this time around! | |
| Nov 10, 2023 at 10:38 | comment | added | Robert Long | You're welcome. Glad to help. Thanks for accepting the answer. Please consider giving my answer your upvote too :) | |
| Nov 10, 2023 at 10:34 | vote | accept | Marco Bresson | ||
| Nov 10, 2023 at 10:34 | comment | added | Marco Bresson | Thank you so much for your detailed answer! You made this very clear. Have a good day | |
| Nov 10, 2023 at 10:27 | history | edited | Robert Long | CC BY-SA 4.0 |
Clarity
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| Nov 10, 2023 at 10:00 | history | answered | Robert Long | CC BY-SA 4.0 |