ARIMA model estimation problem
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Hi all, I want to estimate ARIMA model params, but as I understand I need an initial model,how I must choose that model? And how to check is the estimated model correct,or not?
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Rakesh Chavan
le 18 Mar 2016
Hi,
In order to determine the model parameters you would need to have some information on the time series you are working with. The following external link provides some information on choosing the model:
You will get the standard error along with the distribution from the ARIMA model with 'estimate' command. In addition you can use either 'simulate' or 'forecast' to check behavior of the model.
Hope this helps
regards
Rakesh
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