In this chapter, you will discover the SARIMAX model. This model is the most complete version of classical time series models, as it contains all of the components that you’ve discovered throughout the previous chapters of this book. It adds the X component: external variables.

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The SARIMAX Model

  • Joos Korstanje

摘要

In this chapter, you will discover the SARIMAX model. This model is the most complete version of classical time series models, as it contains all of the components that you’ve discovered throughout the previous chapters of this book. It adds the X component: external variables.