Hi guys and RJT1990,
I'm using the ARIMAX model (pyflux package) and since the predict() function is not working in Jupiter implementation I'm trying to make the respective code to forecast future values. I have a doubt about the model parameter beta_0, is this the constant term in general named u? And a much basic one epsilon_t-q.... This term sets t as the residuals in period q right? How can I calculate the value of the residuals in that instant of time, is it supposed to decompose the time serie in an additive model and extract the residuals component value?
Thank you in advance,
Hi guys and RJT1990, I'm using the ARIMAX model (pyflux package) and since the predict() function is not working in Jupiter implementation I'm trying to make the respective code to forecast future values. I have a doubt about the model parameter beta_0, is this the constant term in general named u? And a much basic one epsilon_t-q.... This term sets t as the residuals in period q right? How can I calculate the value of the residuals in that instant of time, is it supposed to decompose the time serie in an additive model and extract the residuals component value? Thank you in advance,