# Questions tagged [arima]

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### Understanding lag plot ,ACF plot and auto-correlation plots

I have a data-frame of 2809 rows which is an unevenly spaced time-series ...
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### Arima model aic continuously decreasing with value of m

In this figure, i am doing time series forecasting with arima model, where it can be clearly seen there is a seasonality of 2 years, so the value of m should be 104 for the better prediction as the ...
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### ARIMA: How to understand performance of the model?

I am new to use of ARIMA model and after working on it for a couple of days and doing research - I'm not sure how to interpret the performance of my model... Here is what the ...
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### How far I can apply ARIMA forecast algorithm to my model?

I created a ARIMA model with 1224 month wise data (102 years - From Jan 1900 to Dec 2002), totalling to 1224 data items. How far I can forecast. Typically i got some pattern in forecast only for 36 ...
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### Choosing the periodicity in a SARIMA model

Given the order (P,D,Q,s) of a SARIMA model, s is an integer representing the number of periods in a season. Intuitively, I suppose it would be 12 for monthly data ...
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### Why is my prediction using ARIMA better if I'm using less historic data?

I have a data set containing hourly electricity prices for since 1.01.19 until September. Since the process turned out to be (weakly) stationary, I applied an ARIMA model in Python in order to predict ...
557 views

### Forecasting via LSTM or XGBoost… is it really a forecast or

I guess I understand the idea of predictions made via LSTM or XGBoost models, but want to reach out to the community to confirm my thoughts. This tutorial does a nice job explaining step by step of ...
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### XGBoost vs ARIMA for Time Series analysis

Doing time series analysis, I have doubts on choosing the right model. I want to predict the next 30 mins window, from the input dataset which contains the no. of error count for that particular 1 min ...
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### How to measure/rate the effect of a exogenous covariate in a ARIMAX Model?

I have an ARIMA model, I'm trying to figure out how much an external variable (exogenous covariate) could improve the forecast, so I need to "synthesize" a rate that tell me the usefulness (or impact) ...
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### How SARIMA predictions works

I am doing practice on SFO air traffic dataset and trying to forecast air traffic for 48 months ahead using SARIMA. The optimal SARIMA parameters are order=(2,1,2) and seasonal_order=(0,1,2,12), ...