ARIMA and SARIMA Models

$7.99

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. Follow this link for complete information on this Tutorial Series: ARIMA and SARIMA Models

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

Follow this link for a Video on learning objectives and complete information on this Tutorial Series: ARIMA and SARIMA Models

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