Creating ARIMA Models Using Econometric Modeler App
This quick introduction will show you how to use Econometric Modeler App for time-series analysis, including data transformation, visualization, statistical tests, and model fitting. The featured example is based on airline passengers’ data, which is shipped together with Econometric Toolbox™. You will learn how to:
• Visualize data using interactive plots, including ACF and PACF plots
• Transform data using log transformation
• Perform hypothesis testing using augmented Dickey-Fuller test
• Create seasonal ARIMA models for time-series analysis
• Perform statistical analyses on residuals
Published: 15 Feb 2018