STAT 443 casestudy3

STAT 443 casestudy3 - STAT 443: Forecasting US Accident...

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Unformatted text preview: STAT 443: Forecasting US Accident data Finance example Case Studies STAT 443: Forecasting US Accident data Finance example Forcasting US Accident data Finance example STAT 443: Forecasting US Accident data Finance example Accidental deaths Time USAccDeaths 1973 1974 1975 1976 1977 1978 1979 7000 8000 9000 10000 11000 Figure: US accidental deaths STAT 443: Forecasting US Accident data Finance example Data Monthly totals of accidental deaths in the USA- time period 1973-1978 Why predict? Sources of variation? Explanatory variates? Stationary? Seasonal? STAT 443: Forecasting US Accident data Finance example Population Time population 1973 1974 1975 1976 1977 1978 1979 212 214 216 218 220 222 224 STAT 443: Forecasting US Accident data Finance example Data Significance Colinearity Leading or Lagged? STAT 443: Forecasting US Accident data Finance example Change points Form of non-stationarity Changes in definition Changes in measurement Known or unknown- testing for change points STAT 443: Forecasting US Accident data Finance example Accidental deaths Time USAccDeaths 1973 1974 1975 1976 1977 1978 1979 7000 8000 9000 10000 11000 Figure: US accidental deaths STAT 443: Forecasting US Accident data Finance example 0.0 0.5 1.0 1.5 2.0 2.5 3.0-0.4 0.0 0.4 0.8 Lag ACF Series USAccDeaths 0.0 0.5 1.0 1.5 2.0 2.5 3.0-0.4 0.0 0.2 0.4 0.6 Lag Partial ACF Series USAccDeaths STAT 443: Forecasting US Accident data Finance example Difference diff(diff(USAccDeaths, lag=12) 0.0 0.5 1.0 1.5 2.0 2.5 3.0-0.4 0.0 0.4 0.8 Lag ACF Series diff(diff(USAccDeaths, lag = 12))...
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STAT 443 casestudy3 - STAT 443: Forecasting US Accident...

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