Week 8: ARIMA models

Tutorial exercises

• Complete Exercise 2-5 from Section 9.11 of the book
• Tutorial learning objectives.

What you will learn this week

• AR, MA, ARMA and ARIMA models
• Selecting model orders manually and automatically

Pre-seminar activities

Read Sections 9.3-9.8 of the textbook and watch all embedded videos

Seminar activities

1. Explore the Egyptian exports series. Is data stationary? What ARIMA model should be used?

   egypt <-global_economy |>
     filter(Code == "EGY")

2. Repeat the process for the Central African Republic CAF exports.

   egypt <-global_economy |>
     filter(Code == "EGY")

3. Run through the code for the rest of the examples. Explore and understand what the code is doing.

Seminar code

week8.R

Assignments

• IA3 is due on Monday 04 May.
• GA3 is due on Monday 11 May.

Weekly quiz

• Week 8 quiz is due on Monday 27 April.