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