Statistics 590 : Fall 2016
S.N. Lahiri
Department of Statistics
snlahiri@ncsu.edu
http:/www.stat.ncsu.edu/people/lahiri/courses/st590/
Oct 13, 2016
Seasonal ARIMA Models
Many time series collected on a monthly or quarterly basis
have seasonal behavior.
Statistics 495/590 : Fall 2016
Lecture 16
S.N. Lahiri
Department of Statistics
snlahiri@ncsu.edu
http:/www.stat.ncsu.edu/people/lahiri/courses/st590/
OCT 20, 2016
ARIMA models
We extended the ARMA models to a class of nonstationary
processes where the di
Statistics 495/590 : Fall 2016
Lecture 15
S.N. Lahiri
Department of Statistics
snlahiri@ncsu.edu
http:/www.stat.ncsu.edu/people/lahiri/courses/st590/
OCT 18, 2016
Integrated ARMA models
So far, the models we have considered are stationary!
The most gene