Confused how to calculate e_t terms in ARMAX models

19 views
Skip to first unread message

jay katkani

unread,
Jul 10, 2022, 3:32:47 PM7/10/22
to pystatsmodels
I have generated model.summary() from python, now i want to cross validate my model prediction using the equationin excel via that equation. So i am generating output in excel but i am not able to get the same results as model.predict() 
I am attaching the my excel sheet in my model 

i am using yt as meantemp and hummidity and windspeed as exogenous variable
I have developed SARIMAX(0,0,2) model

I think i am making some error in calculating e_t terms
In my excel sheet i have also attached model summary on left side 

Please help me in figuring out what i am doing wrong🙃

Reply all
Reply to author
Forward
0 new messages