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