NEED Some help about getting started your ARIMA API!thx(*￣︶￣)

[JayVae]

Hi, @signaflo ! Sorry to bother you. I have to say you've done so wonderful work that it helped a lot on ARIMA. As you know , there are so few materials about Arima in Java, no matter the realization of the model. Your work has benefited me a lot. BUT, I still get some problems and I sincerely ask for your help. The question is --- as my ability is not so good ,I could find the main function about the use of the Arima model to predict (I mean the specific process ), so can you tell me how to use your API to run an example? My second question is, is there function considering checking the time series's stability, which is the foudation of the use of Arima. I will appreciate your reply if you can spare some time to help me. Good Day!

[signaflo]

Hi @JayVae, and thank you.

Could you take a look at this page and let me know what further questions you have?

[JayVae]

@signaflo SO so so much thanks for your reply. I have read the page on wiki , and I've benefited a lot.But I still have some questions:

• First, if we want to use ARMA, we need to check the stationarity test, or we need stationarity test to detemine the difference parameter d ,so can you give me some advice how to do this work, is there any open source code to do so?
• Second, on how to determine the parameters of p,q of ARIMA, I think we can write a loop of different parameter set and use the BIC or AIC to determine which is best. Do you have any advice?
• Third, in your example on wiki page, the order is (0, 1, 1, 0, 1, 1) , does this mean that the data model is either non-seasonal ARIMA or seasonal ARIMA?

As you know ,I am so stupid that I have so much questions to bother you. I will appreciate your reply if you can spare some time to help me. Good Day!