Lab: ARIMA(p,d,q) Forecasting

Getting Started

Start R

R function: predict.Arima

> help(predict.Arima)

Example 1A: Forecasting

Simulate, fit, and forecast AR(1) )

Let's look at the sample code in forecast1a.r

Example 1: Forecasting

Simulate, fit, and forecast ARIMA(2,1,2)

Let's look at the sample code in forecast1.r

Example 2: Forecasting with Transformations

Let's look at the data in: sun_spot.txt

Let's look at the sample code in forecast2.r

Example 3: Forecasting

Let's look at the data in: savings_rate.txt

Let's look at the sample code in forecast3.r

Example 4: Forecasting Seasonal ARIMA Models.

> help(USAccDeaths)

Let's look at the sample code in forecast4.r