How should I fit best ARMA/ARIMA model for an excel sheet data?
3 Ansichten (letzte 30 Tage)
Ältere Kommentare anzeigen
Hi, I have basic knowledge of statistics. I have an excel sheet which consists of sensor output at unequal time intervals. When plotted, the series doesn't show any sign of seasonality or trend. How should I decide the orders of AR and MA parts respectively? I need to predict the next values.
1 Kommentar
Brendan Hamm
am 15 Aug. 2016
If you have unequal time steps then an AR or ARMA process would not be the correct model, (this assumes equal spacing). You could always interpolate your data prior to fitting the model, but this could be done in any number of ways. This might be better modeled using a Poisson jump process.
Antworten (0)
Siehe auch
Kategorien
Mehr zu Conditional Mean Models finden Sie in Help Center und File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!