ARMA Models

For labs: Click the ‘Rmd file’ link and download to your RWorkflow folder. Open RStudio. Switch to your RWorkflow project, by clicking button in top right (create a new project if you did not do this step before). If you need the landings data, download here.

• Lecture 1 Introduction to ARMA Models

• Lab 1 Intro to ARMA models and diagnostic plots: ARMA Lab 1 - Rmd file

• Lecture 2 Stationarity

• Lab 2 Test the Greek catch data for stationarity ARMA Lab 2 Stationarity - Rmd file

• Lecture 3 Selecting Model Structure

• Lecture 4 Fitting ARMA Models

• Lab 3 Fit ARMA Models to the Greek catch data ARMA Lab 3 Fitting - Rmd file - R Code from Lecture 4

• Lecture 5 Forecasting from ARMA Models

• Lab 4 Create your own forecasts R Code from Lecture 5

• Lecture 6 Cross Validation

• Lab 5 Test your forecasts R Code from Lecture 6