Week 8: ARIMA models

Tutorial exercises

Complete Exercise 2-5 from Section 9.11 of the book
Tutorial learning objectives.
Week 8 Tutorial Solution.html

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

Slides for seminar

Seminar activities

Explore the Egyptian exports series. Is data stationary? What ARIMA model should be used?
```
egypt <-global_economy |>
  filter(Code == "EGY")
```
Repeat the process for the Central African Republic CAF exports.
```
egypt <-global_economy |>
  filter(Code == "EGY")
```
Run through the code for the rest of the examples. Explore and understand what the code is doing.

Seminar code

Assignments

IA3 is due on Monday 28 April.
GA3 is due on Monday 05 May.