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Time Series Analysis & Forecasting

@ Patrick Maguire @ Akbar Aidarov @ Andrew Relstab on March 17, 2019

Tool: Python
Time Series Models: ARMA, SARIMA,GARCH model,and Regression model with ARMA error

PDF

The pdf includes non-technical and technical report. It includes three types of model, SRIMA model, GARCH model, and Regression model with ARMA error in the technical report.

R_code

The code part includes the model each group member worked on.