# arima's questions - English 1answer

1.883 arima questions.

### 4 Forecasting daily visits using ARIMA with external regressors

1 answers, 308 views r forecasting arima
I have daily visitors data for the last 10 years. I want to do some basic tests like which is the busiest day, which is the busiest month, busiest week etc. I used ...

### 1 Arima forecast giving straight line

1 answers, 633 views time-series forecasting arima
Why is it giving me a straight line whereas we can see that there is a pattern? Please tell me what I am doing wrong. I have build this model in python using statsmodel library. I want the forecast ...

### 2 auto.arima “no suitable ARIMA model found” for measuring dependency between debt and GDP

1 answers, 643 views r time-series arima
In my studies I've been working recently on dependency between debt and GDP growth in USA from 1966 to 2015. I used logged and differenciated GDP time series data and combined it with 0/1 debt-to-GDP ...

### 4 ARIMA, adjustments and intervention analysis

I have very little knowledge of time-series analysis (despite my stat master - didn't do anything else than an introductory course) but now I'm facing a statistical problem whose answer is this very ...

### 1 ACF indicates non-stationarity but but time series plot looks stationary

I am trying to choose the correct ARIMA model. To get a stationary series on which to plot the ACF and PACF on I've done the following transformations on my original series: natural log 1st non-...

### 2 What exactly is the exponential smoothing model?

I see the term "exponential smoothing" model used a lot in different applications but I never understood what exactly it is. Is it just a MA(1) model? Or is it any moving average model, meaning it ...

### 4 Determine best ARIMA model with AICc and RMSE

2 answers, 474 views time-series forecasting arima aic rms
I have done a training set to fit different ARIMA models and then a test set to assess their performance (with R). From what I understood, I can use the AICc to determine the best model by choosing ...

### 3 ARMA models and residual series

2 answers, 47 views arima noise white-noise
Assuming that model is correct, why does the residual series of an ARMA model resemble a white noise process?

### Information set for ARMA Time series

0 answers, 15 views time-series arima

### 2 Modelling nonnegative integer time series

1 answers, 78 views time-series arima data-preprocessing

### 1 How to build separate time series forecasts model for each of 3k customers?

I have 3000 customers in my base and i want to forecast next 6 months revenue for each of these 3000 customers. Does that mean i have to build 3000 arima models 1 for each customer? I can build a ...

### Parsimony and Box Jenkins

Suppose that you want to estimate volatility of stock returns with the arch/garch family. An important step is to estimate the mean equation. Suppose that you estimated e.g. an ARMA(5,4) model for ...

### -1 Interpretation of Arimax coefficients

We’ve run Arimax models in R using the auto.arima function. Following was the output Coefficients: Birth_Rate_Change Proportion_Female_labour Females_20_39 97.7658 ...

### 3 How to adjust for a temporary 12-month level shift in time series?

1 answers, 69 views time-series arima outliers univariate
I am working with a time series on monthly base (April 2004 - Oct 2016) in order to identify an ARIMA model and do forecasting. This is the time series I examine: month;volume Apr 04;2.555 Mai 04;2....

### ARIMAX and Kalman filter to impute missing data

Following this post How to use auto.arima to impute missing values, and the really comprehensive answers there: Is it possible to implement this gap filling method with covariates, e.g. using climatic ...

### 11 Ljung-Box Statistics for ARIMA residuals in R: confusing test results

I have a time series I am trying to forecast, for which I have used the seasonal ARIMA(0,0,0)(0,1,0)[12] model (=fit2). It is different from what R suggested with auto.arima (R calculated ARIMA(0,1,1)(...

### 3 What is the reason for not including an intercept term in AR and ARMA models?

1 answers, 38 views arima autoregressive intercept
In econometric literature it is usually argued that in case of estimating an equation, an intercept term must be always included regardless of its statistical importance because removing the constant ...

### 2 ARIMA doesn't include the trend

I have a problem with my ARIMA(1,1,1) predictions. I have a time series with no seasonal component but with an obvious trend. To get rid of it I take the first difference by setting d=1. The model ...

### ARIMA with trends and exogenous

0 answers, 21 views predictive-models arima matlab trend
I'm trying to solve a assignment from an university statistic course regarding the ARIMA models using matlab. The assignment is: I have: an Y vector of size n of data an NxK matrix with a trend and ...

### 2 Should I make a time series stationary before passing it as an input for ARIMA model?

3 answers, 39 views time-series arima
I'm working through this tutorial and this guy run SARIMAX model for a time series with both seasonal and trend components: ...

### 2 Estimating ARMA model with ML and scipy.optimize Python

1 answers, 764 views maximum-likelihood python arma scipy
I am missing something. I am trying to estimate an ARMA(2,2) model using Maximum Likelihood estimation via the scipy.optimize.minimie function. I have simulated an ARMA(2,2) process via the ...

### SARIMAX doesn't fit the model

0 answers, 10 views time-series arima
I used this tutorial to find optimal coefficients for my ARIMA model and still it pretty bad (see picture). How can I improve it? ...

### 1 How to make ARIMA or SARIMA syntax with outlier effect?

I have a SARIMA model with outliers effect: ...

### 1 deseason and 'reseason' data

1 answers, 29 views r time-series arima
I'm doing some work in time series analysis. I'm decomposing a time-series of a moving average as follows ...