ARIMA

ARIMA, Autoregressive Integrated Moving Average Model

ARIMA(p,d,q)

Advantage: Easy.

Disadvantage:

  1. Time series or after differencing must be stationary.

  2. Only linear relationship.

stationary means now trend, no seasonality.

p-lags Auto-Regressive

d-n differ can be stationary. Integrated

q-lags of error Moving Average

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