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I mean, regression models (GLMs in general) are interpretable. If you are using them to extrapolate (eg. Prediction) that should help you gauge how resilient y
by VHRanger 3y ago
I mean, regression models (GLMs in general) are interpretable.
If you are using them to extrapolate (eg. Prediction) that should help you gauge how resilient you expect the model to be in prediction.
Obviously, for ARIMA the AR and MA parameters aren't very informative.
I use SARIMAX a decent amount, nonetheless.
- mr_toad 3y agoTaken individually the AR and MA terms are an average change and an average difference respectively. When you combine different AR and MA terms it does become less explicable.