I am trying to understand the intuition behind p,d,q parameters in ARIMA order parameter beyond what is specified here in statsmodel.
order
Based on wikipedia
p is the order (number of time lags) of the autoregressive model, d is the degree of differencing (the number of times the data have had past values subtracted), and q is the order of the moving-average model.
Specifically trying to answer
window size
q=2
Please explain.
2.1m questions
2.1m answers
60 comments
57.0k users