Content deleted Content added
Delete Spam |
No edit summary |
||
Line 2:
* past values of the same series; and
* current and past values of the driving (exogenous) series — that is, of the externally determined series that influences the series of interest.
In addition, the model contains an error term which relates to the fact that knowledge of other terms will not enable the current value of the time series to be predicted exactly.▼
▲which relates to the fact that knowledge of other terms will not enable the current value of the time series to be predicted exactly.
Such a model can be stated algebraically as
| |||