STA457H1/STA2202H F-LEC5101 Time Series Analysis Final Project

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interests you,

is not too small it should have more than 100 observations,

can easily be made approximately stationary

is a different time series chosen from the lecture notes, quizzes, and assignments.

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Perform adequate exploratory analysis of the data and provide a concise presentation of the results:

– exploring the time series plot and examining the properties of a stationary process

– apply some transformations to convert as a stationary process

Identifying the dependence orders of an ARIMA or SARIMA model and propose at least two models.

The model building used to address the problem of interest:

– estimate the parameters for the proposed models

– provide precise interpretations of the parameters in your model in the context of the scientific problem

– test the significance of the parameter estimates

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Perform all necessary diagnostics for the proposed models.

Model Selection:

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– if you have two or more models that satisfy the models’ assumptions, you can

pick the best model based on model selection criteria.

Forecasting:

– after deciding on an appropriate model, forecast the data into the future ten- time periods ahead

– give the 95% prediction intervals for each of the ten forecasts

– comment

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Spectral Analysis:

– perform a periodogram analysis to identify the first three predominant periods

– obtain the confidence intervals for the identified periods

– interpret your findings