Review for Exam III–Chapter 8 and Chapter 9
Chapter 8
- Autocorrelation
- Consequence
- Test for autocorrelation: Durbin Watson Test
- Solution for autocorrelation
- Regression with differences
- Regression estimation
- Checking on autocorrelation of residuals
- Forecast
- Regression with seasonal data using dummy variables
Chapter 9
- Components of ARIMA model: AR, I, and MA
- Fitting ARIMA model
- Model identification
- Time series plot
- Autocorrelation graph
- Partial autocorrelation graph
- Model estimation
- Model checking
- Mean Squares (MS)
- Ljung-Box Q statistics, Chi-squared test
- Checking residuals
- forecast
- Fitting ARIMA model with seasonal data
