M6 - Seasonal ARIMA Models

Learning Objectives

The learning goals for this module are:

• Discuss the seasonal ARIMA model (SARIMA);
  
• Learn how to idenfy order of seasonal component;
  
• Learn how to fit seasonal ARIMA models in R.
  

Slides

Here is a link to the slide deck used in class.

Resources

• Time Series Analysis with Applications - Cryer and Shan - Chapter 6: Models Specification
  

• Time Series Analysis with Applications - Cryer and Shan - Chapter 10: Seasonal Models
  

Recordings

Here you will also find some helpful recordings.

• Concept and components of seasonal ARIMA models - Part 1
  

• Concept and components of seasonal ARIMA models - Part 2
  

• How to fit SARIMA models using R
  

Deliverables

For this module you will complete Assignment 6. The due date for A6 is March 6.