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Results for transfer function model as a right-hand side
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user 3382
1
vote
Decomposing Historical Data - Arimax versus linear regression
ARMAX) expressed as a right-hand side model. https://stats.stackexchange.com/search? … q=user%3A3382+transfer+function+model+as+a+right-hand+side
in general ...... where the time lag effects are IDENTIFIED rather than assumed and anomalous data is rendered harmless and trends and level …
- 30k
2
votes
Variables importance on regression with ARIMA errors model
What you want to do is to express your model as a pure right-hand side model where the right hand side contains lags of the output series and the contemporaneous and lag effects of each of the input regressors … The way I would approach the problem is to build a transfer function including any needed lag structure for the known X's and include any necessary deterministic structure identfied via Intervention Detection …
- 30k
1
vote
Interpret Regression Coefficients After various Differencing
Take the final Transfer Function and re-express it as a pure right hand side equation. In this form it will be a PDL or ADL. Interpretation will then follow as usual. … I implemented that option in AUTOBOX and called it the RIGHT-HAND side. If you post a data set and the model that you wish to use, I will be happy to post the results. …
- 30k
0
votes
What method is suitable for short-term forecast for a trendless, oscillatory, bounded time s...
model for the squared residuals aka a Garch Model. … Now if you have some idea as to possible right-hand side/supporting/auxiliary/helping Exoneous Series you would have to seamlessly incorporate these variables into the above and culminate in a Transfer …
- 30k