Questions and Answers on Tme Series Modeling


Questions and Answers on Tme Series Modeling

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JoeyR
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Should I be trying to replicate the NEAS results?

[NEAS: This is an independent student project. The NEAS postings are suggestions to get you started. You can construct an ARIMA model, compare two or more models for a given era, compare two or three eras by type of model of by model parameters, examine seasonality, test out-of-sample forecasts, and many other items.]


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n2thornl
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Probably not what anyone wants to hear, but I just used Minitab for any regression past AR(2). 

I tried to get the MA(1) formula on my own, and could never match what Minitab had given me.  No post by NEAS forbids Minitab, so I included my Minitab regression outputs in the Word doc I sent in. 

Jacob: Can we use minitab, sas, and similar statistical packages for the student project?

Rachel: The student project ensures that you can apply the concepts to real data using statistical software.. Any statistical package is fine. We show illustrations in Excel, since most candidates are familiar with Excel. If you have minitab, sas, or similar packages, you may use them.


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