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  • ARMAI

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    ante mitar
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    The document discusses different time series models including autoregressive (AR), moving average (MA), autoregressive moving average (ARMA), and autoregressive integrated moving average (ARIMA) models. It explains that AR models use previous values to predict future values, MA models use previous errors to predict future values, and ARMA combines both AR and MA. It also discusses using ARIMA models for time series data that requires differencing of the raw values to make them stationary.

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    ARIMA model

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    The document discusses different time series models including autoregressive (AR), moving average (MA), autoregressive moving average (ARMA), and autoregressive integrated moving average (ARIMA) models. It explains that AR models use previous values to predict future values, MA models use previous errors to predict future values, and ARMA combines both AR and MA. It also discusses using ARIMA models for time series data that requires differencing of the raw values to make them stationary.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as pdf or txt
    28 views8 pages

    ARMAI

    Uploaded by

    ante mitar
    The document discusses different time series models including autoregressive (AR), moving average (MA), autoregressive moving average (ARMA), and autoregressive integrated moving average (ARIMA) models. It explains that AR models use previous values to predict future values, MA models use previous errors to predict future values, and ARMA combines both AR and MA. It also discusses using ARIMA models for time series data that requires differencing of the raw values to make them stationary.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as pdf or txt
    of 8

    Time Series Models. AR, MA, ARMA, ARIMA | by Charanraj Shetty | ... https://towardsdatascience.

    com/time-series-models-d9266f8ac7b0

    1 of 8 3/8/2021, 7:05 PM
    Time Series Models. AR, MA, ARMA, ARIMA | by Charanraj Shetty | ... https://towardsdatascience.com/time-series-models-d9266f8ac7b0

    2 of 8 3/8/2021, 7:05 PM
    Time Series Models. AR, MA, ARMA, ARIMA | by Charanraj Shetty | ... https://towardsdatascience.com/time-series-models-d9266f8ac7b0

    β₁ ₁ β₂ ₜ₂ β₃ ₜ₃ βₖ ₜₖ

    3 of 8 3/8/2021, 7:05 PM
    Time Series Models. AR, MA, ARMA, ARIMA | by Charanraj Shetty | ... https://towardsdatascience.com/time-series-models-d9266f8ac7b0

    α₁ Ɛₜ ₁ α₂ Ɛₜ ₂ α₃ Ɛₜ ₃ αₖ Ɛₜ ₖ

    4 of 8 3/8/2021, 7:05 PM
    Time Series Models. AR, MA, ARMA, ARIMA | by Charanraj Shetty | ... https://towardsdatascience.com/time-series-models-d9266f8ac7b0

    β α

    β₁ ₜ₁ α₁ Ɛₜ ₁ β₂ ₜ₂ α₂ Ɛₜ ₂ β₃ ₜ₃ α₃ Ɛₜ ₃
    βₖ ₜₖ αₖ Ɛₜ ₖ

    5 of 8 3/8/2021, 7:05 PM
    Time Series Models. AR, MA, ARMA, ARIMA | by Charanraj Shetty | ... https://towardsdatascience.com/time-series-models-d9266f8ac7b0

    6 of 8 3/8/2021, 7:05 PM
    Time Series Models. AR, MA, ARMA, ARIMA | by Charanraj Shetty | ... https://towardsdatascience.com/time-series-models-d9266f8ac7b0

    7 of 8 3/8/2021, 7:05 PM
    Time Series Models. AR, MA, ARMA, ARIMA | by Charanraj Shetty | ... https://towardsdatascience.com/time-series-models-d9266f8ac7b0

    8 of 8 3/8/2021, 7:05 PM

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