Skip to main content
Search type Search syntax
Tags [tag]
Exact "words here"
Author user:1234
user:me (yours)
Score score:3 (3+)
score:0 (none)
Answers answers:3 (3+)
answers:0 (none)
isaccepted:yes
hasaccepted:no
inquestion:1234
Views views:250
Code code:"if (foo != bar)"
Sections title:apples
body:"apples oranges"
URL url:"*.example.com"
Saves in:saves
Status closed:yes
duplicate:no
migrated:no
wiki:no
Types is:question
is:answer
Exclude -[tag]
-apples
For more details on advanced search visit our help page
Results tagged with
Search options not deleted user 245768

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.

2 votes
Accepted

Computing reconciled prediction intervals when forecasting logged outcome variable using fable

prison_gts <- prison %>% aggregate_key(Gender * Legal * State, Count = sum(Count)/1e3) fit <- prison_gts %>% filter(year(Quarter) <= 2014) %>% model(base = ARIMA(log(Count))) %>% reconcile( …
Mitchell O'Hara-Wild's user avatar
8 votes
Accepted

Error while fitting data in auto.arima - R

Consider using a different unit root test. fit #> Series: data #> ARIMA(0,1,2)(0,1,0)[52] #> #> Coefficients: #> ma1 ma2 #> -0.5560 -0.2496 #> s.e. 0.1124 0.1110 #> #> sigma …
Mitchell O'Hara-Wild's user avatar