Search type Search syntax
Tags [tag]
Exact "words here"
Author user:1234
user:me (yours)
Score score:3 (3+)
score:0 (none)
Answers answers:3 (3+)
answers:0 (none)
isaccepted:yes
hasaccepted:no
inquestion:1234
Views views:250
Sections title:apples
body:"apples oranges"
URL url:"*.example.com"
Favorites infavorites:mine
infavorites:1234
Status closed:yes
duplicate:no
migrated:no
wiki:no
Types is:question
is:answer
Exclude -[tag]
-apples
For more details on advanced search visit our help page
Results tagged with Search options user 77494

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.

1
vote
0answers
= 0) The second one is using the fitted function in the "forecast" library in R. X1, ..., X5 are independent variables. Y is the dependent variable. I am running an AR1 function. AR1 <- arima
asked May 19 '15 by Ray
2
votes
2answers
I am testing my model using the Breusch-Pagan Test, but have not been able to find anything online regarding how to calculate it for an ARIMA Model. My AR1 Model is: ar1 <- arima(x = datasource[, "Y"], order = c(1, 0, 0), xreg = datasource[, c("X1", "X2", "X3", "X4", "X5")]) …
asked May 18 '15 by Ray