Question: Final Project on Time Series models ARIMA, SARIMA, ARCH, GARCH Instruction: You must do this project independently without having helps from you classmates. Submission of
Final Project on Time Series models ARIMA, SARIMA, ARCH, GARCH
Instruction: You must do this project independently without having helps from you classmates. Submission of this project by copying from previous years student work will earn F grade. In addition, violation of academic honesty will be reported for further academic punishment. No conversations among students are allowed. No extension of deadline. It will take me days to grade your project.
This project involves time series models known as ARIMA, SARIMA, ARCH, GARCH.
Find appropriate data one data or multiple data does not matter to fit each of these models.
You have freedom to use only R or Python or a combination of them. No other software will be allowed.
You have to write a paragraph for each of this model by providing details why we need this model?
Provide Usefulness pros of each model.
Limitation cons of each model.
Mathematical formulation expression for each model.
Make forecast for few time points for each of the model. Write comments about your prediction from the graph.
At the end of onepage summary paragraph for each model, add graphs and output from the model fitting. Write explanations of finding from each model fitting.
Finally, you will provide me only three files. A report written in word or pdf R or python script, and your data set Codes must be commented so that I can understand easily.
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