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nak5120
  • Member for 7 years, 6 months
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Fourier Output Meaning
@AntoniParellada so in order to get the number of fourier terms, I used an arima model to obtain that. Whichever amount of K-terms produced the lowest AIC is what I went with. For the seasonality portion specifically though, would just the RowSum of my current output in the question work? - just for seasonality
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Fourier Output Meaning
Just to confirm, if I wanted to extract the seasonality, do I just take the rowsums of my output I provided in the original question?
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Fourier Output Meaning
Thanks! That's really interesting how that works. Regardless of the actual data, you will always get the same harmonics. It all really depends when you do an auto.arima() with the actual sales data to optimally choose the number of K-values. You can see which arima model produces the lowest AIC testing out each number of K-values. Thanks for the help!
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Fourier Output Meaning
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Fourier Output Meaning
Thanks @RobHyndman. This was extremely helpful and it is making much more sense from your article. I attempted to manually calculate the first value with the sine function you provided. Am I not doing that part correctly? I included the formula in the question
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Fourier Output Meaning
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Fourier Output Meaning
I am fairly new to it but all I really know at this point is that it breaks down the data to extract the seasonality.
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Weighted Standard Deviation in Excel
Thanks @whuber where should i ask that type of question?
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Weighted Standard Deviation in Excel
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