Combining the ARIMA model with a Nonlinear or Regression Model


 
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Combining the ARIMA model with a Nonlinear or Regression Model
Unnikrishnan Thekkeppat
I think even if we develop the best ARIMA model there will surely be some amount of error. If we develop a nonlinear or regression model (with influencing parameters) for the error and add it to the ARIMA, it will considerably reduce error.
 

   
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