Zapis dokaza metode

SARIMAX

SARIMAX extends the seasonal ARIMA (Box-Jenkins) model by adding exogenous explanatory variables, so it can capture the effect of holidays, economic indicators, or policy variables on a time series. It combines non-seasonal and seasonal autoregressive and moving-average dynamics with external regressors, and is estimated by maximum likelihood in state-space form.

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Seasonal ARIMA with Exogenous Regressors

Taksonomski zapis metode · regression-model / econometrics

Hyndman, R. J. & Athanasopoulos, G. (2021). Forecasting: Principles and Practice (3rd ed.). OTexts. · URL
Box, G. E. P., Jenkins, G. M., Reinsel, G. C. & Ljung, G. M. (2015). Time Series Analysis: Forecasting and Control (5th ed.). Wiley. · ISBN 978-1118675021

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Same method familyARIMAmachine-suggested · Relational suggestion, not evidence.Same method familyBayesian VARmachine-suggested · Relational suggestion, not evidence.Same method familyHolt-Wintersmachine-suggested · Relational suggestion, not evidence.Same method familyState Space Modelmachine-suggested · Relational suggestion, not evidence.