TS Module 20 Seasonal models advanced


TS Module 20 Seasonal models advanced

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TS Module 20 Seasonal models advanced

 

(The attached PDF file has better formatting.)

 


           Non-stationary seasonal ARIMA models

           Forecasting seasonal ARIMA models


 

 

Read Section 10.3, “Non-stationary seasonal ARIMA models,” on pages 233-234.

 

Read Section 10.4, “Model specification, fitting, and checking,” on pages 234-241. These are illustrations; they help you with your student project, but they no material to know for the final exam.

 

Read Section 10.5, “Forecasting seasonal ARIMA models,” on pages 241-245. These are examples; you need not memorize the equations. Any exam problems are structured to be answered intuitively, not by equation.

 


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Many time series are seasonal. Check if the time series in your student project is seasonal. This module help you understand how seasonality affects the observed time series values.

 


 
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