Choose Language Hide Translation Bar
Level IV

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?

Article Labels

    There are no labels assigned to this post.