Question 7 The following plots have been obtained for a time series. a) Suggest an appropriate ARIMA model. (2 marks). 120 - 90 - 60 - 30 - 1980 Jan 1990 Jan 2000 Jan Month 2010 Jan 2020 Jan 0.2 - 0.2- 0.1- 0.1-- 0.0 0.0 -0,1- -0.1-" 12 18 lag (1M] 24 12 18 lag (1M] 24 b) The following ARIMA output has been obtained from R. Based on this output, which model would you recommend for forecasting? (2 marks). ## .model sigma2 log_lik AIC AICC BIC ar roots ma roots ## ## 1 arima011 17.1 -1388. 2788. 2788. 2813. ## 2 arimal10 17.1 -1389. 2790. 2790. 2815. ## 3 auto 17.4 -1392. 2798. 2798. 2827. c) If your selected model in part b) above has a p-value of 0.13 in the Ljung-Box test, would you recommend using this model? Explain why or why not. (2 marks). Question 8 Examining the below R output, explain what model was selected for forecasting? (3 marks). Model: LM w/ ARIMA (1,1,1)(2,0,0)[7] errors acf pacf

Question 7 The following plots have been obtained for a time series. a) Suggest an appropriate ARIMA model. (2 marks). 120 - 90 - 60 - 30 - 1980 Jan 1990 Jan 2000 Jan Month 2010 Jan 2020 Jan 0.2 - 0.2- 0.1- 0.1-- 0.0 0.0 -0,1- -0.1-" 12 18 lag (1M] 24 12 18 lag (1M] 24 b) The following ARIMA output has been obtained from R. Based on this output, which model would you recommend for forecasting? (2 marks). ## .model sigma2 log_lik AIC AICC BIC ar roots ma roots ## ## 1 arima011 17.1 -1388. 2788. 2788. 2813. ## 2 arimal10 17.1 -1389. 2790. 2790. 2815. ## 3 auto 17.4 -1392. 2798. 2798. 2827. c) If your selected model in part b) above has a p-value of 0.13 in the Ljung-Box test, would you recommend using this model? Explain why or why not. (2 marks). Question 8 Examining the below R output, explain what model was selected for forecasting? (3 marks). Model: LM w/ ARIMA (1,1,1)(2,0,0)[7] errors acf pacf

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

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