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Questions tagged [arima]

ARIMA (AutoRegressive Integrated Moving Average) model is a statistical model for finding patterns in time series in order to predict future points in the series.

In time series analysis, ARIMA (AutoRegressive Integrated Moving Average) model is a statistical model for finding patterns in time series in order to predict future points in the series (forecasting).

If your question concerns theoretical topics on ARIMA or practical topics which are not about implementation you might want to ask the question on cross validated.

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Backcast time series using Python

I have a time-series data from 2016 to 2021, how could I backcast to get the data from 2010 to 2015 using ARIMA in Python? COuld you guys give me some sample Python code? Thank you very much
PPM
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The result of ADF test doesn't match to ndiff of arima

I tried to use ARIMA model on a time-series dataset(stock sp-500). Before input data to ARIMA model, I wanted to know if the the time-series has stationarity. So,I choose the stock whose ticker is "APA"(Apache Corporation), I used the adfuller from…
theabc50111
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P,q,d values in arima values

I have hourly data and when I plot the ACF and PCF. The data I can see highly depends on the value 24 hour back. This means today value at 7 PM highlighr depends on 7PM values of last days. So I'm not what should be the p,q values. this is…
user641812
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Bitcoin Prediction with multiple variables using ARIMAX

I am working with multiple time series that aim to predict Bitcoin price. I want to use first time as my index, and then variables x1, x2, x3, and x4 with different combinations to see which combination helps better in predicting bitcoin. When I…
Mostafa Gholami
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Figure size 1440x720 with 0 Axes - how to plot bigger figure

I'd like to plot bigger figure. As recommended in previous post I started with - nothing changed Could you advise where I am wrong..
yankov.plamen
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Why forecast(model, h=2) function returns NA value (model is from R auto.arima())?

This R code predicts sp500 with arima model, rm(list=ls()) load("StockData.Rdata") library(seasonal) library(forecast) library(tseries) library(astsa) sp500 = StockData[,1] model = auto.arima(sp500, max.p=52,max.q=52,max.d=52, …
Ray Jio
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Time series forecasting with different starting conditions

Suppose we have two components/materials, say 'A' and 'B'. When both of these are combined in different ratios it results in a certain property which can be modelled as a time series (Property C). Cycle (Time) Component A Component B Property…
Sourav Bandyopadhyay
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Count arimaorder untill order (1, 0, 0) is obtained

I once got answer to a question on how to count how many times 'auto.arima()' function truly confirm the order in 'arima.sim()' function if 'arima.sim()' functions is run 10 times as R Count How Many Time `auto.arima()` Confirm`arima.sim()` to be…
Daniel James
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auto.arima not reading csv file dates correctly (Full Code + Dataset)

Here is a full code + dataset r code https://drive.google.com/file/d/16UOuY9HaeGFmNn7POl0Z8vjIxP70xUSv/view?usp=sharing and NASDAQ 100 daily prices dataset…
Daniel
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I want to simulate and obtain best ARIMA ith number of time in R

I want to simulate ARIMA(1,0,0) with arima.sim() 100 times and find the best model with auto.arima() function for each time the simulation is done. I want the program to print the order of ARIMA obtain each time. reslt = c() num <- 60 epselon =…
Daniel James
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ARIMA model with pandas dataframe

I have the following dataset test_1 Date Frequency 0 2020-01-20 10 1 2020-01-21 2 2 2020-01-22 1 3 2020-01-23 10 4 2020-01-24 6 ... ... ... 74 2020-04-04 7 75 2020-04-05 9 76 2020-04-06 8 77 2020-04-07 6 78 2020-04-08 …
user12907213
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Is there an equivalent function of R's eacf in python?

I've read some words sounds like eacf is quite good for order dermination of ARIMA. I wonder if there is a equivalent function in Python, or a bettery solution?
Sean.H
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how do I fix the following bugs in my ARIMA model?

I have built ARIMA model for prediction for my time series data. click this link to access data file. I am getting few bugs in my code. code: import pandas as pd import seaborn as sb import matplotlib.pyplot as plt import numpy as np %matplotlib…
Pavan
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period of 2 years in Arima

How can i set a period of 2 years for values of m in auto_arima function here - import pmdarima stepwise_model = auto_arima(data.tractors_sold, start_p=1, start_q=1, max_p=3, max_q=3, m=12, …
ALAUKIK HARSH
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Matlab: how to compute adjusted R squared for AR model

I've got an econometrics problem in which I have to compute in Matlab an AR(15) time series. After asking me to compute BIC and AIC values, the professor requests also the adjusted R squared statistics, but in this case I have no clue on how to…
mb7
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