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Community Trekker


Feb 18, 2016

ARIMA prediction formula

Find attached the ARIMA model prediction formula for residuals of a time series neural net. As can be noticed the predicted residuals occur in the same row i.e. the same time interval as the actual residuals; I don't understand because the coefficients in the ARIMA model are related to past time intervals? I would expect that the ARIMA predicted residuals start after some time leaving a number of cells in the prediction column blank?