All Questions
5 questions
0
votes
1
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Lag between forecasted and actual values ARDL
I am computing forecasts with ARDL models of different lag length across both dependent and independent variables.
Regardless of the lag lengths, the actual observations for the dependent variable lag ...
- 25
4
votes
2
answers
4k
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Time series with autoregressive distributed lags: Forecasting for future
I have daily data from last 2 years.
I want to do ARIMAX and the regressor component being autoregressive distributed lag of the same variable. Since it has impact, along with dummy variables to ...
- 1,124
4
votes
0
answers
2k
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Analysis of Multiple Time Series Data with Exogenous Shocks
Real Life ProblemThis one is a tough one and some crowd sourcing seems like a good way to get some feedback. I am trying to determine the effect of Non-Farm Payroll surprises on a subsector of the ...
- 141
5
votes
2
answers
2k
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Autoregressive distributed lag model
I have one dependent variable (water consumption) and one independent variable (rainfall). The water consumption variable is non-stationary, so I differenced it to make it stationary. Meanwhile, ...
- 51
1
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0
answers
1k
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ARIMAX model or ARDL?
I would like to study the impact the advertising of a product on its sales (weekly data for 5 years).
As the final aim is to forecast what would be the impact on sales of a change in the advertising ...
- 11