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TSF Week3 Quiz Part2 PDF

This document contains questions and answers from a time series forecasting quiz. It asks about identifying the significant lag where the autocorrelation function cuts off for yearly GDP data, building ARIMA models, and comparing their AIC values. One question shows a diagnostics plot and asks which model it corresponds to.

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ARUNKUMAR S
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2K views3 pages

TSF Week3 Quiz Part2 PDF

This document contains questions and answers from a time series forecasting quiz. It asks about identifying the significant lag where the autocorrelation function cuts off for yearly GDP data, building ARIMA models, and comparing their AIC values. One question shows a diagnostics plot and asks which model it corresponds to.

Uploaded by

ARUNKUMAR S
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Q No: 6

Correct Answer
Marks: 1/1

For the 'GDP' yearly Time Series, what is the significant lag after which the ACF cuts-off at
alpha=0.05?

Note: Please use the data set mentioned in the instruction for this question.

1
You Selected

Q No: 7
For the 'GDP' yearly Time Series, what is the significant lag after which the PACF cuts-off at
alpha=0.05?

Note: Please use the data set mentioned in the instruction for this question.

Q No: 8

Build two ARIMA models with the following parameters and comment on the AIC.

• Model 1 - ARIMA (2,0,3)


• Model 2 - ARIMA (3,0,5)
Hint:

This study source was downloaded by 100000843446534 from CourseHero.com on 08-21-2022 04:58:19 GMT -05:00

https://www.coursehero.com/file/130427793/TSF-Week3-Quiz-part2pdf/
Use the 'SARIMAX' function to build the ARIMA models. Please do pass the following
parameters 'seasonal_order=None', 'enforce_stationarity=False', and
'enforce_invertibility=False'. Please do not change any other default parameters.

Note: Please use the data set mentioned in the instruction for this question.

AIC of Model 2 = AIC of Model 1

AIC of Model 2 > AIC of Model 1

AIC of Model 1 > AIC of Model 2

Q No: 9
The following is a diagnostics plot of which of the models mentioned in the last question?

Note: Please use the data set mentioned in the instruction for this question.

This study source was downloaded by 100000843446534 from CourseHero.com on 08-21-2022 04:58:19 GMT -05:00

https://www.coursehero.com/file/130427793/TSF-Week3-Quiz-part2pdf/
Model 2

Model 1

This study source was downloaded by 100000843446534 from CourseHero.com on 08-21-2022 04:58:19 GMT -05:00

https://www.coursehero.com/file/130427793/TSF-Week3-Quiz-part2pdf/
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