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Results tagged with arima
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user 205240
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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How can I fit the model “Y(t) = αX + βY(t-1) - βY(t-2)" in R?
Which theory suggests that model?
Something that isn't clear: $\beta$ is a vector that contains $\beta_1, \beta_2, ..., \beta_n$?
If it is not, $\beta$ is the same, so
$Y(t) = \alpha X + \beta Y_{t …
1
vote
1
answer
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ARIMAX: Time series modeling with X and D (exogenous qttative and qualitative variables)
, library: TSA), with variables like
$Y = $ time series that I want to predict/forecast
$X_{i} =$ exogenous quantitative variables
$D_{j} =$ qualitative variables (dummies)
As far as I know, the ARIMA …