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The configuration of the error modelling module is used to determine its behaviour in establishing the statistical model of the error and how this is applied to derive the updated series
Configuration items
- Order_AR: (maximum) order of the AR component;
- Order_MA: 0;
- Order_Sel: Option to determine if the orders are to be derived automatically (with the maxima as defined above) or as given;
- Transform: Option to apply a transformation to residuals. This may either be "none", "mean" or "boxcox";
- Lambda: A required parameter for the "boxcox" transformation option.
Conditions and Assumptions
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