Week 8: ARIMA models
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
Tutorial exercises
- Complete Exercises 7, 8, 15 (a to c), 16 (a to c) from Section 9.11 of the book.
- Tutorial learning objectives.
Assignments
Weekly quiz
- Week 8 quiz is due on Wednesday 29 April.