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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
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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? …
7
votes
1
answer
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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 …