Time series model comparison (ARIMA Model and VAR Model)

In this video, you will learn about the time series model comparison. In this study, you will learn how to perform the ARIMA model and Var model in Orange software. You will also be able to compare these two models to identify the best model for the dataset.

[@carlosentizne]

Thanks for the video. Regarding your conclusion, yes, the VAR model explains/forecast better the data than de ARIMA model, but you have usead a PDQ of 1,0,0. I am sure that finding better values of PDQ would improve significatively the accuracy of the ARIMA model

[@saefhenryosas1611]

👏👏👏👏

[@sriramsrinivasan2098]

What if my data is every quarterly, what would be mine window width mean and the forecasted steps ahead be if I am trying to forecast for 5 years ?

[@carlosentizne]

if your data is quarterly, your forecast would be also quarterly. A forecast of 4 would be 1 year in total. If you need 5 years you should set the forecast at 20

[@memeyaow]

Nice video

[@statisticsforall8738]

Thank you

[@statisticsforall8738]

Thank you so much.

[@hogrideeeeer]

Which is better

[@suchadathangkhumwong8830]

Hello, now you know which one is the best? I'm so curious