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Prediction of the future events. It is a special case of [prediction], in the context of [time-series].

1 vote
1 answer
22k views

Exogeneous regressors in auto.arima and using them in forecast function in R

Now, after forecasting is done, the plot shows one unit for every seven days. How can I covert this back to one unit per day? …
user2370334's user avatar
7 votes
1 answer
5k views

ARIMA and external regressors in SAS and R

So I remember reading somewhere that when we have external regressors, auto.arima cannot make correct predictions for the order of difference for either seasonality or the main time series itself (co …
user2370334's user avatar