Exercise

Model order

When fitting and working with AR, MA and ARMA models it is very important to understand the model order. You will need to pick the model order when fitting. Picking this correctly will give you a better fitting model which makes better predictions. So in this section you will practice working with model order.

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Question

Print ar_coefs and ma_coefs which are available in the console. If you were to use these in the arma_generate_sample() function what would be the order of the data?

Possible answers

ARMA(2,1)

ARMA(3,2)

ARMA(1,2)

ARMA(2,3)

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Instructions 1/3

Question

Possible answers

Exercise