I'm social science student and recently started studyng time series.
My question is if the autoregressive model is a particularity of class general ARIMA?
Thanks.
I'm social science student and recently started studyng time series.
My question is if the autoregressive model is a particularity of class general ARIMA?
Thanks.
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Yes, it is basically AR(P) = ARIMA(P, $0$, $0$)