Time Series Analysis代写-MA585代写-R代写

MA585

Time Series Analysis Project Guideline

Time Series Analysis代写 Find time series data to analyze. You need to research various governmental and other sources for suitable data.

The class project is an integral part of the course and carries 20% of the course weight. This is an individual project and solely for your individual effort. Please note the following:

THIS IS NOT A HOMEWORK! Please do not discuss your project with anyone and seek help from anyone. You need to do all work on your own.
Any form of cheating and plagiarism will result in a zero score for the project, and I will forward the matter to the CAS for disciplinary action.
Except for minor clarifications, I will not answer any substantive questions regarding the project.

The project involves identifying and collecting time series data, analyzing the data, and writing a report based on your findings. Detailed guidelines are as follows:

Data: Time Series Analysis代写

Find time series data to analyze. You need to research various governmental and other sources for suitable data. I am not looking for “book” data, i.e., some old data taken from books and available in certain repositories. I want to see data set that is “fresh.” It might be helpful if data is from a field that is of interest to you. In grading the project, I will consider the complexity of the data and its challenges in modeling and forecasting.

You need to carry out a Box-Jenkins type analysis with model identification, parameter estimation, and forecasting. We will be developing many of the tools in the class during the next few weeks. You should note that we will discuss financial time series only briefly near the end of the semester. The toolset required to analyze financial data is quite different from what we are currently discussing in class. Therefore, for the project, you should stay away from financial data, such as Dow Jones, S&P 500, Currency Exchange,…etc.

Report: Time Series Analysis代写

A final project report is due on the last day of class. The keyword here is “report.”, .i.e., I am NOT looking for some R output thrown together. The report should be no more than five pages long and should contain the following information:

a.Description of the data, including the source of the data. Time Series Analysis代写

b.Describe steps taken to clean up the data (outliers, missing values etc.),

c.Detail discussion and justification of model selection steps.

d.Forecasting based on the selected model(s) and possible comparisons with other forecasting techniques.

e.A summary of your findings in the context of the problem.

A few other things to remember: Time Series Analysis代写

Describe the context of the problem related to your data. Provide a clear source of the data (URL or reference so that someone else can find thedata).
Use appropriate scaling of the data (instead of $505250000, use $505.25million)
When using time series data for forecasting, longer data is not always better than shorter data. Justify the length of the data that you have used.
If you have missing observations in your dataset, explain how you dealt with the problem.
Plot your time series data and clearly describe the features of the data.
Clearly describe the steps leading up to your final model. Consider alternative models and compare the performances of these models.
Compare forecasts between best ARMA models along with another non-ARMA forecasting method. Time Series Analysis代写
Reportsshould not include any raw computer Use cut and paste to import only relevant figures and computer output. Note that such output is appropriate only if you refer to it in your write-up.
Divide your report into a few sections and appropriately title each section.
Your reports should be concise but complete. Your project will be graded on accuracy, completeness, the relevance of your graphical displays, tabular comparisons, organization, conciseness, and neatness. Time Series Analysis代写
Whenever possible, use graphs plus a few words to make your points. Number your figures and refer to them in yourwrite-up.
The first page of your project report should be a one-page executive summary giving the title, your name, data set name, data source, final model, and conclusions. Conclusions should contain the stated purpose of your analysis.
Do not email me your project. You must submit your project to the Blackboard Dropbox that I will create later this semester.

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