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jinit24 / ARIMA-Model

ARIMA model from scratch using numpy and pandas.
MIT License
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Question on linear regression for MA model #2

Closed ymp432 closed 1 year ago

ymp432 commented 1 year ago

Hi. Your code for MA linear regression uses residual for y_train image

But the following MA model equation says y_train is y_t rather than residual_t image

Is your code needed to be fixed or is my interpretation incorrect?

ymp432 commented 1 year ago

I think MA part should be trained with "residual" dependent variable in ARIMA model unlike MA model needs to be trained with "y" dependent variable. So, I close this issue.