(e) Estimate the parameters of your best model and do diagnostic testing on the residuals. Do the...
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(e) Estimate the parameters of your best model and do diagnostic testing on the residuals. Do the residuals resemble white noise? If not, try to ¯nd another ARIMA model which ¯ts better.
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Related Book For
Forecasting Methods And Applications
ISBN: 9780471532330
3rd Edition
Authors: Spyros G. Makridakis, Steven C. Wheelwright, Rob J Hyndman
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