1. P

    Deriving a formula from an ARIMAX Model

    Hello all, I am finishing my master thesis and have included an ARIMAX model in the research. Now I would like to make some manual calculations based on the results from the ARIMAX Model in SPSS. I know that the results are not all significant but this is not a concern because a simulated...
  2. W

    How an ARIMAX{TSA} model is represented in R

    have a relatively simple problem, but yet taking some time to solve it. I am suing ARIMAX{TSA} function. This is the model out <- arimax(sub_s_t_series, order=c(2,0,1), xreg=sub_r_t_series,method = c("ML")) and these are my coefficients: Call arimax(x = sub_s_t_series, order = c(2, 0...