I am trying to understand the intuition behind p,d,q parameters in ARIMA order
parameter beyond what is specified here in statsmodel.
Based on wikipedia
p is the order (number of time lags) of the autoregressive model, d is the degree of differencing (the number of times the data have had past values subtracted), and q is the order of the moving-average model.
Specifically trying to answer
- If I need to work on a
window size
of 2, does that meanq=2
?
Please explain.
question from:https://stackoverflow.com/questions/65877021/the-intuition-behind-p-d-q-parameters-in-arima