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Re: ARIMA forecast

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#2204

I’m using ARMA forecast. The sample code in examples is given below;

        ARMAModel arma = new ARMAModel(       
        new double[]{1.0, -0.24},       
        new double[]{0.4, 0.2, 0.1});

I wonder, which coefficients are these values in ARMA equation. Are they the most recent 2 “X” coefficients (Phi values) and the most recent 3 error coefficients (Theta values)? If so, how they are selected, experimentally? Thanks..