Week 10: ARIMA models
What you will learn this week
- Seasonal ARIMA models
- Computing forecasts for ARIMA models
- ARIMA vs ETS models
Pre-class activities
Read Sections 9.9-9.10 of the textbook and watch all embedded videos
Exercises (on your own or in tutorial)
Complete Exercises 11-16 from Section 9.11 of the book.