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Results tagged with arima
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user 77961
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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Test MAPE < Train MAPE using auto.arima()
I am trying to build a forecasting model for the passenger vehicles registrations in a given country, and I wanted to use $auto.arima$ function from the $forecast$ package to estimate a simple ARIMA model … I though that was impossible, since the ARIMA model would be perfectly fitted for the train set and its performance in the test set would be, at most, the same as in the train set. …
