Question: Instruction: 1 . This project involves time series models known as ARIMA, SARIMA, ARCH, GARCH and State - Space Model. 2 . Find appropriate data
Instruction:
This project involves time series models known as ARIMA, SARIMA, ARCH,
GARCH and StateSpace Model.
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.
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 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 in depth 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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