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Results tagged with arima
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user 283210
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 to know the specific ARIMA model through its yt equation?
. $$
Identify the specific ARIMA model. What is the mean of the series $\{y_t\}$?
I think it is a ARMA (1,1) process? is that correct? And how do I calculate the mean of the ARMA model? … Appraise the patterns and judge which ARIMA model fit the series. Justify your conclusion.
I identified as the AR(4). Is that correct? Since ACF has an exponential decay and PACF has a cut off? …
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ARIMA Model Problems [duplicate]
Hi! Can anyone help me out with this question I found on my practice paper?
For part a) I think it is a ARMA (1,1) process? is that correct? and how do I calculate the mean of the ARMA model? is i …
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Identify the specific ARIMA model for the following ACF and PACF plot?
Hi. I've identified this as a AR(1) model as the ACF clearly shows a slow decay and the PACF seems like a cut off after lag 2. However, can it also be a ARMA (1,1) model because PACF seems like a da …
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