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
ARIMA and SARIMA Models
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