Baskaran Thangarajan

2 Questions 5 Answers 0 Followers

Questions related from Baskaran Thangarajan

Why auto.arima() function gives a different fit for the data generated by arima.sim() function?

I generated a series of ARIMA(2,0,2) using auto.sim() function. The generated series was fit using auto.arima() function. It gives AR(3,0,0) as the best fit. Why? The R Code used: wt

19 March 2022 7,660 2 View

Can the best fitted ARIMA model using R and MATLAB be different for the same dataset and the same transformation?

While modeling Lynx series after applying log10 transformation, I get ARIMA(2,0,3) as the best fitted model using auto.arima in R. But I see Zhang 2003 (Time series forecasting using a hybrid...

30 November 2021 9,175 3 View