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Results tagged with arima
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user 183740
Refers to the AutoRegressive Integrated Moving Average model used in time series modeling both for data description and for forecasting. This model generalizes the ARMA model by including a term for differencing, which is useful for removing trends and handling some types of non-stationarity.
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Shouldn't the seasonal ARIMA specification (11,0,0)x(1,0,0,12) be equivalent to non-seasonal...
I think it has something to do with the polynomial backshift construction in the seasonal arima model, but I have no proof of that. …
- 143
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Applying ARIMA to time series data
So how did you land on an ARIMA(1,1,1) specification? My understanding is that those two plots show there is no correlation with historical values, so using historical values is inappropriate. …
- 143
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Forecasting monthly demand given yearly shocks
We'd like to forecast the next year by month using an ARIMA technique. …
- 143