0
$\begingroup$

I read that the ARIMAX is a composition of the Box-Jenkins approach and structural models. The X represents the structural part of the ARIMAX. Can the covariates in X be lagged, or are these meant to be at time 't'?

$\endgroup$
2
  • 1
    $\begingroup$ They can be lagged, no problem there. $\endgroup$ – Richard Hardy Jun 7 '19 at 7:52
  • $\begingroup$ Thank you for the clarification Richard. $\endgroup$ – spdrnl Jun 7 '19 at 8:06

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.