ARIMA models

13:30-14:15

Date

July 12, 2023

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Lab sessions

Lab Session 16

For the United States GDP data (from global_economy):

  • Fit a suitable ARIMA model for the logged data.
  • Produce forecasts of your fitted model. Do the forecasts look reasonable?

Lab Session 17

For the Australian tourism data (from tourism):

  • Fit a suitable ARIMA model for all data.
  • Produce forecasts of your fitted models.
  • Check the forecasts for the “Snowy Mountains” and “Melbourne” regions. Do they look reasonable?