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Results tagged with arima
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user 60365
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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General forecasting formula for ARIMA(p,d,q)(P,D,Q)s
what is general forecasting equation for sARIMA(p,d,q)(P,D,Q)s.?
I wrote this equation, can someone confirm if it is a correct one?
$\overline{y}_{t+m}=\frac{ (\varphi_{1}y_{t} + \varphi_{2}y_{t-1}+ …
- 167
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ARIMA, p and q identification. Please help [duplicate]
I am very new to SARIMA and I am really facing a poblem which p,q,P,Q to use. Here is ACF and PACF of first-difference, two first plots (stationary) and ACF and PACF of first-seasonal difference (two …
- 167
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General forecasting equation for ARIMA(p,d,q)(P,D,Q)s
what is general forecasting equation for ARIMA(p,d,q)(P,D,Q)s?
I wrote this equation, can someone confirm if it is a correct one?
If not, can someone correct it? …
- 167
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SARIMA, coefficients check
I would appreciate if someone could check the mathematical equation for the seasonal ARIMA (4,1,4) x (1,1,1) period 12 that I wrote. …
- 167
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ARIMA, coefficients check
I would appreciate if someone could check the mathematical equation for the seasonal ARIMA (4,1,3) x (1,1,1) period 12 that I wrote. …
- 167