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Results tagged with time-series
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user 60365
Time series are data observed over time (either in continuous time or at discrete time periods).
1
vote
1
answer
518
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Analysis of residuals
For my master thesis I have implemented following forecasting models:
naive (just to check)
decomposition method
exponential smoothing (single/double/holt-winters)
SARIMA
Now I need to do the resi …
- 167
0
votes
1
answer
766
views
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?
$$\overline{y}_{t+m}= \varphi_{1}y_{t} …
- 167
1
vote
0
answers
326
views
Stationarity ⇒ homoscedasticity? [duplicate]
If my data is stationary, can I also write that it is homoscedastic? Does stationarity imply homoscedasticity of the data?
- 167
2
votes
0
answers
2k
views
Time Series Decomposition - autocorrelation of error term
I would like to do time series decomposition, but the error term has a serial autocorrelation at the end and I am freaking out because I have really no idea what to do with that.
How I did it?
I tri …
- 167