All Questions

Tagged with
Filter by
Sorted by
Tagged with
3
votes
1answer
330 views

How to adjust for a temporary 12-month level shift in time series?

I am working with a time series on monthly base (April 2004 - Oct 2016) in order to identify an ARIMA model and do forecasting. This is the time series I examine: month;volume Apr 04;2.555 Mai 04;2....
0
votes
0answers
184 views

Choosing a model based on ACF and PACF vs information Criterion

I'm currently doing some univariate forecasting using a small data set of about 36 observations and R software for analysis. I've found that the basic visual inspection of ACFs and PACFs coupled ...
3
votes
3answers
2k views

Alternatives to Using ARIMA for forecasting

I've been dealing with mostly univariate time series data and am wondering what alternative models exist for forecasting instead of ARIMA, ARMA, AR and MA processes, I know about exponential ...