Linked Questions

0
votes
0answers
411 views

Example of auto-regressive integrated moving average (ARIMA) model [duplicate]

I need simple example of ARIMA model, that performs forecasting on a small time series set e.g., (x1,y1), (x2,y2), (x3,y3), (x4,y4), (x5,y5), (x6,y6) I found many definitions from various places… but ...
24
votes
4answers
37k views

When to log transform a time series before fitting an ARIMA model

I have previously used forecast pro to forecast univariate time series, but am switching my workflow over to R. The forecast package for R contains a lot of useful functions, but one thing it doesn't ...
10
votes
3answers
5k views

Online material to learn time series analysis

My question is if there are any good online materials for learning this. Something that introduces things well, especially ARMA models and the related math. Edit: I'm looking for something of the ...
8
votes
3answers
4k views

Advice on explaining heterogeneity / heteroscedasticty

I am looking for any help, advice or tips in how to explain heterogeneity / heteroscedasticity to biologists in my department. In particular I want to explain why its important to look for it and deal ...
1
vote
2answers
1k views

Determine when time-series should be logged (or any other transformation) and applied automatically

Is there any way to test whether a series should be logged or transformed in another way? I have a code of which i use to run lots of different data through to forecast. Some of the data definitely ...
5
votes
3answers
942 views

Walkthrough of building a time series model (on real examples)

I'm trying to find some real examples showing someone going through the full process of building a time series model (how they deal with trends and seasonalities, what features they picked, etc). Does ...
3
votes
2answers
850 views

Need a clear and simple auto-regressive model example

This may be hard to find, but I'd like to read a well-explained auto-regressive model example that: uses minimal math extends the discussion beyond building a model into using that model to forecast ...
0
votes
1answer
785 views

Example use of ARMA forecasting method

I have no experience in forecasting, so can anyone give me a step-by-step example or link to example-real values with ARMA forecasting method application?
0
votes
1answer
479 views

Seasonal ARIMA model mathematical equation [duplicate]

I am trying to write a mathematical equation for a seasonal ARIMA model of ARIMA (0,0,1)(0,1,1) where the values are recorded quarterly. I have tried to follow other examples but i cant seem to get ...
6
votes
2answers
96 views

Weighted discrete measurements of a value changing over time

The best way I can think to describe this question is by example: Imagine there is a ship sailing around the pacific ocean on an unknown path (possibly random.) Other ships passing by sometimes see ...
3
votes
1answer
44 views

Unusual few large spikes at pacf of arima residual model

I am using shampoo sales dataset which can be obtained from github. I fit the dataset using ARIMA$(5,1,0)$ and plot its residuals. The following are residual plots, acf and pacf. Question How to ...