Donald Broja

2 Questions 2 Answers 0 Followers

Questions related from Donald Broja

How to interpret significance of a one-off dummy variable?

I am analysing the effect of the Euro 2016 tournament on nights spent in hotels by non-residents. To model this effect I am using an AR(3) model with a dummy variable that takes the value 1 just...

04 April 2019 983 1 View

What ARIMA model is indicated when, after taking first differences, the ACF and PACF both cut off after a significant first lag?

For my dissertation, I am looking at a time series of retail sales and want to identify an ARMA model to fit the data. I have differenced the original data series as it was non-stationary and now...

03 March 2019 4,978 8 View