Statements (32)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
statistical analysis
|
| gptkbp:canBe |
multivariate time series (with exogenous variables)
|
| gptkbp:component |
autoregressive part
exogenous regressors integrated part moving average part |
| gptkbp:extendsTo |
gptkb:ARIMA
|
| gptkbp:fullName |
AutoRegressive Integrated Moving Average with eXogenous variables
|
| gptkbp:hasModel |
non-seasonal data
seasonal data |
| https://www.w3.org/2000/01/rdf-schema#label |
ARIMAX
|
| gptkbp:implementedIn |
gptkb:Python_(statsmodels)
R (forecast package) |
| gptkbp:includes |
exogenous variables
|
| gptkbp:input |
time series data
exogenous variables |
| gptkbp:introducedIn |
1970s
|
| gptkbp:output |
forecasted values
|
| gptkbp:parameter |
d (degree of differencing)
p (autoregressive order) q (moving average order) coefficients for exogenous variables |
| gptkbp:relatedTo |
gptkb:VAR
gptkb:ARIMA SARIMAX |
| gptkbp:requires |
stationary time series (or differencing)
|
| gptkbp:usedFor |
time series forecasting
|
| gptkbp:usedIn |
environmental science
finance econometrics |
| gptkbp:bfsParent |
gptkb:ARIMA_models
|
| gptkbp:bfsLayer |
7
|