Week 8: ARIMA models

What you will learn this week

  • AR, MA, ARMA and ARIMA models
  • Selecting model orders manually and automatically

Pre-class activities

Read Sections 9.3-9.8 of the textbook and watch all embedded videos

Exercises (on your own or in tutorial)

Complete Exercises 1-5 from Section 9.11 of the book.

Solutions to Exercises

Slides for seminar

Download pdf

Seminar activities

  • Find an ARIMA model for the pelt::Lynx data

R code used in seminar