Backtesting for X-13ARIMA-SEATS
In this article, we show you how to backtest on the X-13ARIMA-SEATS forecast of seasonally-adjusted and final values in your time series.
September 2, 2022
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Read through the articles related to auto-regressive integrated moving average (ARIMA) family models.
In this article, we show you how to backtest on the X-13ARIMA-SEATS forecast of seasonally-adjusted and final values in your time series.
The article is about how to do Backtesting in Microsoft Excel, it’s modeling refers to a predictive model’s testing using historical data.
We’ve featured ARIMA models in a few of our tutorials before, but this week we’ll explore them in rich detail, starting with a clear definition of the process and moving on from there.
Great News! Spider has begun the beta testing phase of the upcoming NumXL version 1.63 (Shamrock), which supports new models (e.g. ARIMAi, SARIMAi, ARMAX and SARIMAXi) and a Monte-Carlo simulation functionality.
In the next couple of weeks, expect some exciting enhancements to NumXL! We are adding support for three frequently-requested time series models: ARIMA, ARFIMA and SARIMA.
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