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Time Series (ARIMA)

Forecasting with ARIMA models chosen on the data, read through their residuals and their intervals. How far ahead a forecast stays useful, and how to tell.

A step of the Planning Path.

Time series forecasting: why the interval is the real forecast

Posted by tea on in Time Series (ARIMA)

Three years of weekly installs, and twelve weeks of forecast. The part most people ignore is the shaded area.

That band is the forecast. The line through the middle is only its most likely reading, and if you quote the line without the band you have turned a range into a promise.

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