All Questions
Tagged with automatic-algorithms arima
8 questions
0
votes
0
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17
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How to automatically filter out models fitted with auto.arima function based on bad residual properties?
I am looking for an easy way to filter out "bad" models fitted by auto.arima function.
These are SARIMA models with different parameters and by a "good" model I mean model with ...
- 291
0
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0
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28
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Is it possible to create a general forecast model working on several data sets?
I am working on a project, where the task is to create forecast models that can be used on a wide variaty of data sets. Some of which are stationary and some which aren't. Both ARIMA and Exponential ...
- 23
0
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1
answer
2k
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Error in ARIMA function in R [closed]
I am analyzing time series data with 'Arima' function in R.
As you know, to find optimum model, I have tried lots of cases.
But, I am tired of finding and ...
- 47
3
votes
2
answers
1k
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Can we identify ARIMA model without looking at ACF and PACF plot?
Can we identify ARIMA($p,d,q$) model without looking at the ACF and PACF plots?
I am trying to write a generalized R programme for fitting time series models.
We may find out the orders $p$, $d$ and $...
- 73
3
votes
1
answer
8k
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Frequency parameter and its impact on auto.arima results
auto.arima returns two different models weather I define my time series with frequency=1 (default value) or ...
- 453
14
votes
4
answers
15k
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Are models identified by auto.arima() parsimonious?
I have been trying to learn and apply ARIMA models. I have been reading an excellent text on ARIMA by Pankratz - Forecasting with Univariate Box - Jenkins Models: Concepts and Cases. In the text the ...
- 8,645
3
votes
1
answer
9k
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auto.arima from Forecast package
I am trying to fit a time series using the function auto.arima and I face some strange results.
As a first try, I use the command
...
- 303
18
votes
3
answers
5k
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Auto.arima vs autobox do they differ?
From reading posts on this site I know there is an R function auto.arima (in the forecast package). I also know that IrishStat, ...
- 43.2k