Welcome to OStack Knowledge Sharing Community for programmer and developer-Open, Learning and Share
Welcome To Ask or Share your Answers For Others

Categories

0 votes
874 views
in Technique[技术] by (71.8m points)

statsmodels - The intuition behind (p,d,q) parameters in ARIMA

I am trying to understand the intuition behind p,d,q parameters in ARIMA order parameter beyond what is specified here in statsmodel.

Based on wikipedia

p is the order (number of time lags) of the autoregressive model, d is the degree of differencing (the number of times the data have had past values subtracted), and q is the order of the moving-average model. 

Specifically trying to answer

  • If I need to work on a window size of 2, does that mean q=2?

Please explain.

question from:https://stackoverflow.com/questions/65877021/the-intuition-behind-p-d-q-parameters-in-arima

与恶龙缠斗过久,自身亦成为恶龙;凝视深渊过久,深渊将回以凝视…
Welcome To Ask or Share your Answers For Others

1 Answer

0 votes
by (71.8m points)
Waitting for answers

与恶龙缠斗过久,自身亦成为恶龙;凝视深渊过久,深渊将回以凝视…
Welcome to OStack Knowledge Sharing Community for programmer and developer-Open, Learning and Share
Click Here to Ask a Question

...