Video length is 5:43

How to Create an ARIMA Model Using Econometric Modeler App

This quick introduction will show you how to use Econometric Modeler App to create a Seasonal ARIMA model for time-series analysis, including data transformation, visualization, statistical tests, and model fitting.

The featured example is based on airline passengers’ data, which is shipped together with Econometrics Toolbox™.

You will learn how to:

  • Visualize data using interactive plots, including ACF and PACF plots
  • Transform data using log transformation
  • Perform hypothesis testing using augmented Dickey-Fuller test
  • Create seasonal ARIMA models for time-series analysis
  • Perform statistical analyses on residuals

Learn more about Econometrics Toolbox: https://goo.gl/pYH9xJ

Get a Trial of Econometrics Toolbox: https://goo.gl/3dRTtV

Published: 15 Mar 2018