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Dear,

 

What are the strengths of UCM model over ESM and ARIMA models?

When we should use UCM or ARIMAX/ARIMA ?

 

I want to know strengths and weakness of each type of model family?

1 ACCEPTED SOLUTION

Accepted Solutions
udo_sas
SAS Employee

Hello -

You may want to have a look at this white paper as a start: https://support.sas.com/rnd/app/ets/papers/largescale.pdf.

There are many books on statistical forecasting models available, which try to address the questions you are asking.

Some of them are available for free, such as https://www.otexts.org/fpp

Hope this is useful.

Thanks,

Udo

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1 REPLY 1
udo_sas
SAS Employee

Hello -

You may want to have a look at this white paper as a start: https://support.sas.com/rnd/app/ets/papers/largescale.pdf.

There are many books on statistical forecasting models available, which try to address the questions you are asking.

Some of them are available for free, such as https://www.otexts.org/fpp

Hope this is useful.

Thanks,

Udo

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