video length is 5:43

how to create an arima model using econometric modeler app -凯发k8网页登录

this quick introduction will show you how to use econometric modeler app to create a seasonal arima model for time-series analysis, including data transformation, visualization, statistical tests, and model fitting.

the featured example is based on airline passengers’ data, which is shipped together with econometrics toolbox™.

you will learn how to:

  • visualize data using interactive plots, including acf and pacf plots
  • transform data using log transformation
  • perform hypothesis testing using augmented dickey-fuller test
  • create seasonal arima models for time-series analysis
  • perform statistical analyses on residuals

learn more about econometrics toolbox: https://goo.gl/pyh9xj

get a trial of econometrics toolbox: https://goo.gl/3drttv

published: 15 mar 2018

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