This post has been de-listed
It is no longer included in search results and normal feeds (front page, hot posts, subreddit posts, etc). It remains visible only via the author's post history.
2
diference in ARMAX estimation
Post Body
Hey !
I'm struggling because a made a ARIMAX(2,0,2) in past days, it model had a good fit, today I'm trying to replicate it using the same data, but the model present serial autocorelation (the model I fit before doesn't have serial autocorrelation) why this happen and how can I solve it ?
Author
Account Strength
40%
Account Age
6 months
Verified Email
Yes
Verified Flair
No
Total Karma
13
Link Karma
11
Comment Karma
2
Profile updated: 3 days ago
Subreddit
Post Details
We try to extract some basic information from the post title. This is not
always successful or accurate, please use your best judgement and compare
these values to the post title and body for confirmation.
- Posted
- 4 months ago
- Reddit URL
- View post on reddit.com
- External URL
- reddit.com/r/econometric...