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Understanding Non-Seasonal ARIMA with Drift by hallerwang0402 is a document available to read on EtoBox.
What is Understanding Non-Seasonal ARIMA with Drift about?
The document discusses including constants in ARIMA models in R. It explains that R uses a parametrization where including a constant is equivalent to inducing a polynomial trend in the forecast function. It then covers how to specify including or excluding a constant using the arima(), Arima(), and auto.arima() functions in R. The constant has an important effect on the eventual forecast function depending on whether the model includes differencing or trends.
- Author
- hallerwang0402
- Language
- EN