WebAt the end your ARIMA model with AR autoregressive and MA terms need to have white noise residuals (you can test the residuals using the auto-correlogram and the partial auto … WebNov 9, 2013 · 3. In general, you'd use the Box-Jenkins methodology to figure the proper number of AR terms. Remember, each lagged term has a coefficient, so each term you add is more-or-less diminishing the coefficients of all the other terms. In addition, you're going farther and farther back in time, and more recent terms will tend to affect the future ...
Can you give me your opinion on which lags to include in …
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8.1 Linear Regression Models with Autoregressive Errors
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