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ARIMA Models in R

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Rating

4.6+

level

Intermediate

Duration

4 hours

video

13 videos

Module

45 exercises

Become an expert in fitting ARIMA (autoregressive integrated moving average) models to time series data using R.

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In this course, you will become an expert in fitting ARIMA models to time series data using R. First, you will explore the nature of time series data using the tools in the R stats package. Next, you learn how to fit various ARMA models to simulated data (where you will know the correct model) using the R package astsa. Once you have mastered the basics, you will learn how to fit integrated ARMA models, or ARIMA models to various real data sets. You will learn how to check the validity of an ARIMA model and you will learn how to forecast time series data. Finally, you will learn how to fit ARIMA models to seasonal data, including forecasting using the astsa package.

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