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Results tagged with time-series
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user 328901
Time series are data observed over time (either in continuous time or at discrete time periods).
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Unexpected fittedvalues using statsmodels SARIMAX [duplicate]
I have noticed that SARIMAX model in statsmodels does not produce the expected (correct) fittedvalues when the model is specified as an ARMA.
Below is an example showing the discrepancy between what I …
- 1