Use box-jenkins method to find an adequate model

Reference no: EM131756085

Assignment - Complete the following using statistical software R and Rmarkdowm

Problem 1 - Let x_t be a SARIMA(0, 1, 1)×(1, 0, 1)₄.

(i) Generate n = 1000 data points using the above model. Plot the time series data.

(ii) Use Box-Jenkins method to find an adequate model. Compare with the auto.arima() result.

(iii) Write down the algebraic form of your "best" model and make a 5-ahead forecast (with both plots and predicted numbers).

Problem 2 - Analyze the data on yearly mean total sunspot number [1700 - now].

(i) Use Box-Jenkins method to find an adequate model using the data up to 2010.5 only. Compare with the auto.arima() result.

(iii) Write down the algebraic form of your "best" model. Make a 5-ahead forecast (with both plots and predicted numbers) and compare your forecast with the remainder of the data. Comment.

Need to use R to do analysis and R markdown for submission.?

Reference no: EM131756085

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