Example of auto-regressive integrated moving average (ARIMA) model

Asked Feb 15 '13 at 17:35

Active Jul 21 '13 at 11:13

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I need simple example of ARIMA model, that performs forecasting on a small time series set e.g., (x1,y1), (x2,y2), (x3,y3), (x4,y4), (x5,y5), (x6,y6)

I found many definitions from various places… but I couldn't find a solved example.

edited Jul 21 '13 at 11:13

Gala

asked Feb 15 '13 at 17:35

Osman Khalid

How the coefficients of AR model are computed? – Osman Khalid Feb 15 '13 at 18:25
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A useful page is http://stats.stackexchange.com/questions/6498/seeking-certain-type-of-arima-explanation – rolando2 Feb 15 '13 at 23:09
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See http://otexts.com/fpp/8/8/ – Rob Hyndman Feb 24 '13 at 04:07

0 Answers0