Orange: ARIMA Model

Sumber: https://orange.biolab.si/widget-catalog/time-series/arima/

Model the time series using ARMA, ARIMA, or ARIMAX model.

Input

Time series: Time series as output by As Timeseries widget.
Exogenous data: Time series of additional independent variables that can be used in an ARIMAX model.

Output

Time series model: The ARIMA model fitted to input time series.
Forecast: The forecast time series.
Fitted values: The values that the model was actually fitted to, equals to original values - residuals.
Residuals: The errors the model made at each step.

Using this widget, you can model the time series with ARIMA model.

• Model’s name. By default, the name is derived from the model and its parameters.
• ARIMA’s p, d, q parameters.
• Use exogenous data. Using this option, you need to connect additional series on the Exogenous data input signal.
• Number of forecast steps the model should output, along with the desired confidence intervals values at each step.

Contoh

See also

VAR Model, Model Evaluation

Referensi

• https://orange.biolab.si/widget-catalog/time-series/arima/

Pranala Menarik

• Orange