Question: Fit the ARIMA ( 2 , 1 , 2 ) model ( 1 - 1 B - 2 B 2 ) ( 1 - B
Fit the ARIMA model
to the transport index sample data using the Arima function from the
forecast package and write down the fitted equation. Is there any evidence that theWithout using specialised functions such as arima.sim or the like, write code to
simulate a path of the fitted ARIMA model from c Generate the noise as
Gaussian RVs with appropriate variance using R function rnorm and use initial
values hathathat from the sample data. Provide a plot of a simulated
Step by Step Solution
There are 3 Steps involved in it
1 Expert Approved Answer
Step: 1 Unlock
Question Has Been Solved by an Expert!
Get step-by-step solutions from verified subject matter experts
Step: 2 Unlock
Step: 3 Unlock
