Week 9: 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 6-10 from Section 9.11 of the book.
- Solutions to Exercises
- Recorded tutorial code
Monday lecture
Tuesday workshop
Assignments
- Assignment 3 is due on Tuesday 20 May.
Weekly quiz
- Week 9 quiz is due on Sunday 11 May.