# arima's questions - English 1answer

1.953 arima questions.

### What is Gamma model?

Recently I saw a person's resume online and it is said he used ARMA and Gamma model to analyze time-series pattern of bond market volatility.I know what ARMA model and Gamma distribution is but not ...

### 6 Choice of time-series model for store sales prediction

I have a data set of weekly sales for a range of stores (all belonging to one company). I am trying to predict weekly/monthly use of several ingredients in the individual stores. The choice for what ...

### 4 How can I form ARIMA equation given MA and AR terms

1 answers, 1.260 views time-series arima sas

### 4 Identifying seasonal ARIMA model in R

1 answers, 404 views time-series arima autocorrelation
English is not my first language so i apoligize for any mistakes. I have been given a dataset containing around 700 observations of the amount of a certain chemical in the air. The observations are ...

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

1 answers, 896 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 ...

### 1 Different method for parameter estimation auto.arima

I am trying to fit a multivariate time series with the auto.arima() function in R. Since my time series has seasonality I included Fourier approximation and used ...

### Can I use ARIMA to model non-Gaussian time series?

0 answers, 419 views time-series arima binomial
I have monthly data on the number of people who have a disease, say, cold, within the study population, and I have the number of people that took certain medication when they had the cold. And I have ...

### How to compare 4 different time series and check for statistical significance among them?

I have a data comprising the proportion of a certain bat behavior across nights from 1800h to 1930h. I want to compare and check whether there is a difference in the behavior with 4 varying moon ...

### How to interpret the result of Forecast in R

I am working on Daily time series forecasting starts from 1-1-2016 to 31-08-2018, For such long series I have used below approach to forecasting for next 30 days. ...

### ARIMA after differencing data: How does it work in order to obtain forecasts for the undifferenced data?

0 answers, 34 views time-series forecasting arima
I was hoping someone could check if I'm understanding this correctly. I am aware Arima and auto.arima functions will automatically do this for me but I want to be sure I understand how it works. The ...

### 1 Determine AR term from PACF plot

I have the a time series data, the acf and pacf for which have been displayed below: I get that MA term is 1. But I'm confused about AR term since it is geometrically decaying from 7th lag. Do I need ...

### 5 Why can't my (auto.)arima-model forecast my time series?

2 answers, 3.027 views r time-series forecasting arima
For testing I generated a very simple time series with a clear recurring pattern. I expected that auto.arima will generate a model, that can forecast that pattern, but óbviously it doesn't. Can anyone ...

### -1 level shift outlier model

0 answers, 11 views forecasting arima outliers
Does somebody happen to know how to calculate the forecast with the LS formula since it got denominator? I got confused because of that. Here's the model I've been using for the forecast.

### 2 Closeness of two ARMA models

0 answers, 32 views time-series arima
Given two ARMA models, how close will their predictions be? Specializing to the case of ARMA(1,1), if a time series follows an ARMA process ...

### Is the Moving Average of ARMA the same of Moving Average of Stock Market?

I'm studying time series prediction and I have some questions. Is the Moving Averages movel studied the methods of the ARMA family has the same concept as the methods studied in Moving Averages ...