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- Tue Sep 18, 2018 8:43 am
- Forum: Econometric Discussions
- Topic: Automatic ARIMA Forecasting
- Replies: 2
- Views: 4624
Re: Automatic ARIMA Forecasting
I agree. However, does taking the dlog of the dependent variable affects the variance so much to the point that it is almost impossible to see the dependent variable in a normal graph. Should I instead go with other top 20 models mentioned in the automatic ARIMA output?
- Tue Sep 18, 2018 8:36 am
- Forum: Econometric Discussions
- Topic: Automatic ARIMA Forecasting
- Replies: 2
- Views: 4624
Automatic ARIMA Forecasting
Hi, I ran automatic ARIMA test on our daily sales data which gave the best model. I tried doing forecasting based on the best model but the standard errors were too large. So, I changed the dependent variables from DLOG(Daily_Units_Sold) to just 'Daily_units_Sold' and the standard errors became norm...