Monday, 1 May 2017

STA 411/STA 418: TIME SERIES ANALYSIS

Instructions
The assignment is to be undertaken in groups of a maximum of 6 individuals. Where applicable the analysis should be carried out using the R software

Q1
Explain the meaning of the following terms
a)      State-space models                                                                                      (3 marks)
b)     Kalman filter                                                                                                 (3 marks)
c)      ARCH models                                                                                              (2 marks)
d)     Stochastic volatility models                                                                       (2 marks)

Q2
Refer to the attached data.
a)      Make a plot the data and comment on it.
(10 marks)
b)     Perform trend estimation with yearly running means and show its plot
(5 marks)
c)      Obtain the monthly seasonal effect and display the associated plot
(5 marks)
d)     Compute the estimates of the error term and create its plot.
(5 marks)
e)      Draw the correlogram up to lag 100
(5 marks)
f)       Fit an MA(5) and use it to forecast sales for 2015, 2016 and 2017
(5 marks)
g)     Fit an AR(3) and use it to forecast sales for 2015, 2016 and 2017
(5 marks)
h)     Fit an ARMA(3,5) and use it to forecast sales for 2015, 2016 and 2017
(5 marks)

i)       Compare the adequacy of fit of the 3 models above.

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