Arima 模型的重要假设
ARMA, ARIMA, SARIMA assumptions:
▪ Time-series data is stationary.
▪ If nonstationary, remove trend, seasonality, apply differencing, and so on.
▪ Remember that stationary data has no trend, seasonality, constant mean, and
constant variance.
▪ Therefore, the past is assumed to represent what will happen in the future
in a probabilistic sense.
