How to reverse a prediction obtained from a seasonal difference of time series in Matlab?
5 Ansichten (letzte 30 Tage)
Ältere Kommentare anzeigen
Hi everyone
I make a prediction using a weekly differencing data. the weekly differencing time series data has been obtained using the following lines of codes. the data is half hour data
hence 7*48=336.
D12 = LagOp({1 -1},'Lags',[0,336]);
dY = filter(D12,loadr);
After the data transformation I perform a SARMAX regression using the following lines of codes
[beta, betaci, res2] = regress(dY, Xres);
[beta, betaci, res2] = regress(dY, [Xres,lagmatrix(res2, lags)]); with Xres the seasonal AR and exogenous predictors. While res2 is the MA predictor.
Now I can simulate the model for other time period. My question is how can I transform the result gotten from the model in order to remove the lag operator D12 and get the real value.
please help me.
thanks
0 Kommentare
Antworten (0)
Siehe auch
Kategorien
Mehr zu Data Preprocessing 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!