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Stabilized an arma

Posted: Sun Dec 11, 2016 3:55 am
by c912
Hello,

I have an ARMA regression that is not stable, what can I do to make it stable? Differentiate it? Add a trend?

Re: Stabilized an arma

Posted: Mon Dec 12, 2016 8:12 am
by TomDoan
Typically use a difference.