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- What is the difference between VAR, Dynamic Regressive, and ARMAX models?
I will focus on ARMAX versus VAR I am not quite sure what a dynamic regression is (I have seen a few different interpretations Funnily, there are textbooks and lecture notes with chapters called "Dynamic regression" that do not really delimit this class of models Also, Rob J Hyndman notes in his blog post "The ARIMAX model muddle" that different books use that term for different models
- spss - How can I transfer an ARMAX model in Excel in order to forecast . . .
I am currently trying to set up an Excel based tool, that alows to predict future values based on an ARMAX model, previously set up in SPSS The Excel tool contains the coeffienients, calculated b
- Forecasting with ARMAX vs. Regression with ARMA errors
In Hyndman's forecast package, the ARMAX model is fitted sequentially as an OLS model with ARMA errors It isn't a "true" ARMAX model in the Box-Jenkins sense of the term
- Step-by-step example of predicting time series with ARIMAX or ARMAX model?
Could someone give me a step-by-step example of time series prediction using ARIMAX or ARMAX model? The example doesn't need to be long or complicated It could be for example forecasting temperat
- ARMAX or Dynamic Regression | regression of multiple timeseries
See this answer for a comparison of ARMAX and VAR models Can I create a model using lagged values of the dependent and independent variables, used together in a regression model? Yes, you could also do that within an ARMAX or a VAR framework to forecast the dependent variable directly using lags of itself and the other variables
- regression - ARIMAX model in R - Cross Validated
But for regression models with ARMAX errors, ARIMAX errors ff() is the choice These are incorporated in my package, called VGAMextra, an extension of VGAM in a few directions, including time series analysis
- ARMAX with lagged exogenous variables - Cross Validated
ARMAX models with lagged values of exogenous variables are called ARDL (AR Distributed Lag) models You can search the implementation of ARDL for whichever statistical software that you are using
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