Week 10: ARIMA models (part 3)

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

Monday lecture

Download slides

Tuesday workshop

Exercises (on your own or in tutorial)

Assignments