Week 9: ARIMA models

What you will learn this week

  • Seasonal ARIMA models
  • Computing forecasts for ARIMA models
  • ARIMA vs ETS models

Exercises (on your own or in tutorial)

Complete Exercises 6-8, 15-16 from Section 9.11 of the book.

Exercise solutions

Pre-seminar activities

Read Sections 9.8-9.10 of the textbook and watch all embedded videos

Assignments

  • GA3 is due on Monday 05 May.
  • IA4 is due on Monday 19 May.