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Thread: Package forecast Lag Creation

  1. #1
    Join Date
    Jul 2016
    Posts
    2

    Default Package forecast Lag Creation

    Hi all,
    I have question about Lag Creation under Forecast advanced setting, there is a field called Fine tune lag selection.
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    How can I set it?
    Can I retrieve this type of information on ACF or PACF plot, if there is a lag out of confidence interval?

    Thanks

  2. #2
    Join Date
    Aug 2006
    Posts
    1,741

    Default

    Fine tune lags just allows you to remove certain lagged variables in the transformed data between the minimum and maximum lag length. E.g. if min lag is 1 and max lag is 12, then entering a string in the fine tune lag selection box such as "1,3,7-12" will omit lag t-2 as well as t-4 through t-6. The Weka time series environment does not generate any ACF or PACF plots I'm afraid.

    Cheers,
    Mark.

  3. #3
    Join Date
    Jul 2016
    Posts
    2

    Default

    Thank you, but If I examine the lag value with other software like R, plot the acf and pacf, check if there is a significant lag, can I insert this value on fine tune lag selection field in Weka?

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