forecasting

ARIMA Assignment

Submitted by sbmitche on Mon, 2012-05-21 15:02
If you use these materials, please include the following citation.
Sara Mitchell, , 2012, "ARIMA Assignment", http://opossem.org/content/arima-assignment
Type of Material: 
Problem Set
Creative Commons License: 
CC BY-NC-SA 3.0
Level: 
grad

This assignment introduces students to basic tests for stationarity and normality and then has them fit several ARIMA models to a single time series, forecasting the model using the last few data points.

Syndicate content