ARIMA

6 comments:

  1. very interesting , good job and thanks for sharing such a good blog.

    ReplyDelete
  2. Very Good Tutorial,Practical and Lucid Explanation.Thanks a lot.

    ReplyDelete
  3. Dear Shishir Shakya,

    I got a problem, which I would like to forecast the mortality of some causes using some weather-related variables. For instance, with temperature, it was collected during the period from 2000 to 2016, and then based on one report in my country, it is expected to increase in trend for the next 30 years. The data on mortality also collected from 2000 to 2016. My question is
    (1) how do I forecast the mortality cases from 2017 onwards, which accounted for the trend predicted of temperature? I know that in ARIMA model, when I decompose it, I will get the trend component. So if I know the trend predicted which I got from the previous report, can I use this trend for forecasting mortality data?

    (2) Are there any alternative models rather than ARIMA model for that purpose? I guess it is Vector autoregressive model (VAR), am I right?

    Thank you very much!

    ReplyDelete
  4. Thanks much dear Shishir, it is very useful (Ahmet Unlu [famous], from Turkey)

    ReplyDelete
  5. simple and completes need of time series application to be learned.

    ReplyDelete