ARIMA And SARIMA Models

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Description

The aim of the ARIMA and SARIMA Models Tutorial Series is to make the theory and estimation of ARIMA/SARIMA models clear and accessible to everyone. The tutorials focus on the theoretical background and application of the ARIMA/SARIMA models using suitable examples and quizzes to make everything easy to understand. The tutorials cover the following topics in detail:

  • ARIMA Model Theory
  • AR, MA and ARMA Processes
  • ARIMA Model Specification
  • Alternative Specification: Lag Operators
  • ARIMA with Exogenous variables and Structural Components
  • ACF and PACF Plots
  • Determine the Order of ARIMA Models
  • Auto ARIMA function in R
  • Application of ARIMA Models
  • Things to Watch-Out for
  • Meaning of seasonality
  • Additive and Multiplicative Seasonality
  • SARIMA Model Specification
  • Determine the Order of SARIMA Models
  • Application of SARIMA Models
  • Estimation of ARIMA and SARIMA Models in R
  • Estimation of ARIMA and SARIMA Models in Stata
  • Forecasting

Course Instructor

Viren Rehal Viren Rehal Author

ARIMA and SARIMA Models

$7.99

Theory and Specification

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Application

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This Post Has 2 Comments

  1. Anisio Inguane

    I have taken the course, I will be waiting for the certificate I could learn a lot.
    Thank you

    1. Viren Rehal

      Since you have completed the course, your Certificate is available for download in your Account. You must be logged in to view and download your Certificate here: https://spureconomics.com/my-account/
      I hope you liked the tutorials and learned a lot!!!

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