Time Series Analysis, Lecture 15: Forecasting for ARMA

We continue discussing forecasting for ARMA processes. An interesting issue is the fact that real data is necessarily finite, which requires some mathematical care. We also discuss backcasting, which is forecasting into the past. Lastly, we investigate estimation and forecasting for ARMA within RStudio.

[xueaar]

so freezing walking in snow only wear shirt😀