Timeline for How to use error term in AR (2) model for predicting future values?
Current License: CC BY-SA 3.0
16 events
| when toggle format | what | by | license | comment | |
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| Dec 26, 2021 at 6:00 | history | tweeted | twitter.com/StackStats/status/1474983338008100865 | ||
| Jul 30, 2021 at 14:06 | history | bumped | CommunityBot | This question has answers that may be good or bad; the system has marked it active so that they can be reviewed. | |
| Oct 24, 2016 at 20:23 | history | bumped | CommunityBot | This question has answers that may be good or bad; the system has marked it active so that they can be reviewed. | |
| Sep 22, 2016 at 3:49 | history | bumped | CommunityBot | This question has answers that may be good or bad; the system has marked it active so that they can be reviewed. | |
| Aug 12, 2016 at 4:18 | history | bumped | CommunityBot | This question has answers that may be good or bad; the system has marked it active so that they can be reviewed. | |
| Jul 9, 2016 at 15:52 | history | bumped | CommunityBot | This question has answers that may be good or bad; the system has marked it active so that they can be reviewed. | |
| Jun 5, 2016 at 19:13 | history | bumped | CommunityBot | This question has answers that may be good or bad; the system has marked it active so that they can be reviewed. | |
| May 5, 2016 at 3:25 | history | bumped | CommunityBot | This question has answers that may be good or bad; the system has marked it active so that they can be reviewed. | |
| Jan 28, 2016 at 11:35 | comment | added | Silverfish | I'm not convinced this question should be closed as off-topic - there seems to be a statistical issue at the heart of this, it isn't just a request for code. | |
| Jan 28, 2016 at 6:54 | review | Close votes | |||
| Jan 28, 2016 at 13:03 | |||||
| Oct 20, 2015 at 5:56 | comment | added | mpiktas | Your equation does not describe ARMA model. You have a regression model with AR(p) disturbances. This means that for forecasting you can employ best linear unbiased prediction for GLS. This answer might help: stats.stackexchange.com/a/14442/2116 | |
| Dec 17, 2013 at 18:26 | comment | added | IrishStat | You say the model is an AR(2) but you talk about entering residuals? What precisely is e1-1 ? Is that SSC in the prior period ? . It is possible to restate your Transfer Function (armax model) BUT I would have to have the actual data that you used to form this model . Are all variables in log form ? | |
| Sep 17, 2013 at 23:03 | history | edited | Gavin Simpson | CC BY-SA 3.0 |
add some tags
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| Sep 17, 2013 at 23:01 | comment | added | IrishStat | Various software packages provide a machine readable file which could be easily converted to an r script. This file is based upon the model that was developed but is generic nature and useful to cover all univariate and causal time series models. You can approach SAS/SPSS or AUTOBOX and ask them to provide you with an example of this useful output. | |
| Sep 17, 2013 at 22:49 | review | First posts | |||
| Sep 17, 2013 at 23:04 | |||||
| Sep 17, 2013 at 22:31 | history | asked | MarkU | CC BY-SA 3.0 |