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The parameters of a regression model. Most commonly, the values by which the independent variables will be multiplied to get the predicted value of the dependent variable.

0 votes
0 answers
36 views

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 …
kathy kinga's user avatar
4 votes
0 answers
1k views

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. I have done it this way, but I am not really sure if it correct is. …
kathy kinga's user avatar
1 vote
0 answers
350 views

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. I have done it this way, but I am not really sure if it correct is. …
kathy kinga's user avatar