ARFIMAX abbreviation - Science, Math and Philosophy Forum

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ARFIMAX abbreviation

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09-12-2009 , 04:43 PM

johan313

journeyman

Join Date: Jul 2008 Posts: 295

Hello!

This annoys me imensly, I cannot find what the "X" stands for in the ARFIMAX model (i mean what word). I read through a dozen papers and not in a single one do they spell it out.

So "autoregressive fractionally integrated moving average [something]"

Johan

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09-12-2009 , 05:07 PM

furyshade

Carpal \'Tunnel

Join Date: Apr 2006 Posts: 10,138

http://www.google.com/search?hl=en&r...&aq=f&oq=&aqi=

looks like explanatory variable

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09-12-2009 , 08:18 PM

johan313

journeyman

Join Date: Jul 2008 Posts: 295

Quote:

Originally Posted by furyshade

http://www.google.com/search?hl=en&r...&aq=f&oq=&aqi=

looks like explanatory variable

Thank you very much!

Googled like hell but didnt find that one, weird...

Johan

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