Week 7: ARIMA models

What you will learn this week

  • Stationarity and differencing
  • Random Walk Models

Exercises (on your own or in tutorial)

Complete Exercises 5-7, 10-15 from Section 8.8 of the book.

Exercise solutions

Pre-seminar activities

Read Sections 9.1-9.2 of the textbook and watch all embedded videos.

Assignments

  • GA2 is due on Monday 14 April.
  • IA3 is due on Monday 28 April.
  • GA3 is due on Monday 05 May.