Linked Questions
18 questions linked to/from Transfer function in forecasting models - interpretation
42
votes
1
answer
52k
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Detecting Outliers in Time Series (LS/AO/TC) using tsoutliers package in R. How to represent outliers in equation format?
Comments:
Firstly I would like to say a big thank you to the author of the new tsoutliers package which implements Chen and Liu's time series outlier detection which was published in the Journal of ...
- 7,993
14
votes
3
answers
6k
views
Residual autocorrelation versus lagged dependent variable
When modeling time series one has the possibility to
(1) model the correlational structure of the error terms as e.g. an AR(1) process
(2) include the lagged dependent variable as an explanatory ...
- 1,012
5
votes
2
answers
8k
views
Dealing with spikes in data
A company sells chocolates. Demand is recorded weekly. The future demand is estimated using the sales for every week in the previous 3 years. But the sales pattern is corrupted by promotions that have ...
5
votes
2
answers
5k
views
How to use Dynamic Regression models in R to forecast future sales
I want to forecast the sales having 2 independent variables, x1 and x2. I want to choose between different combinations and lags, e.g:
sales ~ x1
sales ~ lag(x1,-1)
sales ~ lag(x1,-1) + lag(x2,-1)
...
- 51
2
votes
3
answers
4k
views
Should I make a time series stationary before passing it as an input for ARIMA model?
I'm working through this tutorial and this guy run SARIMAX model for a time series with both seasonal and trend components:
...
- 205
3
votes
2
answers
4k
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Time Series Forecast / Transfer Function
I'm trying to interpret the forecast values from an ARIMAX function, and I'm confused about what's happening in the actual forecasted values as I change the values for the predictor during the ...
9
votes
2
answers
4k
views
Multiple linear regression vs. Time Series
I have sale data for 3 years by week.I need to predict sales for the next year by week.
The business requested that some categorical values and numeric values (so for example category, product ...
- 413
5
votes
1
answer
4k
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Which test for lagged effect of one time series on another?
I have a data set with three variables: year (21 consecutive years) and two time series which are count data (count1 and count2). I want to know whether count2 correlates with some time delay lag with ...
- 81
2
votes
1
answer
4k
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ARIMA with independent variables [closed]
I'm a Data Scientist, but new to time series methods. I primarily use SPSS, but I'm familiar with R.
I have read Rob's blog, various books, and taken a few courses. I have a couple of outstanding ...
6
votes
2
answers
764
views
Measuring length of intervention effect
I ran a study in which participants were randomized to either a control or an intervention, with outcomes in the form of time-to-event data. While overall time-to-event is shorter in the intervention ...
- 4,317
1
vote
3
answers
2k
views
Daily forecasting
We have three years of data for online visits at a daily level. We want to forecast the daily visits for the next 90 days. What would be the best method to capture weekday seasonality , holiday ...
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4
votes
1
answer
1k
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Intervention analysis and forecasting in this type of data
I am working on a project where I am to do the intervention analysis and forecasting based on the time series. The problem is something like:
I have a normal time series entries but in between them ...
- 141
1
vote
1
answer
675
views
ARIMAX: Time series modeling with X and D (exogenous qttative and qualitative variables)
I need to fit a ARIMAX model (in R, library: TSA), with variables like
$Y = $ time series that I want to predict/forecast
$X_{i} =$ exogenous quantitative variables
$D_{j} =$ qualitative variables ...
1
vote
1
answer
798
views
python statsmodels extract equation ARIMAX [closed]
This is a model summary with two exogenous variables and AR of lag order 2, how to extract the equation out of this like Y= coff1* L1+ ....
3
votes
1
answer
359
views
Explaining tourist numbers over time to historic sites, based on a set of predictors
I've been struggling for some time trying to figure out the most appropriate way to analyse some data. My task is to (hopefully) explain what may be driving the flow of visitors/tourists to two ...
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