Review for Exam III–Chapter 8 and Chapter 9
Chapter 8

1. Autocorrelation

• Consequence
• Test for autocorrelation: Durbin Watson Test
• Solution for autocorrelation

2. Regression with differences

• Regression estimation
• Checking on autocorrelation of residuals
• Forecast

3. Regression with seasonal data using dummy variables

 
Chapter 9

1. Components of ARIMA model: AR, I, and MA
2. Fitting ARIMA model

• Model identification
  • Time series plot
  • Autocorrelation graph
  • Partial autocorrelation graph
• Model estimation
• Model checking
  • Mean Squares (MS)
  • Ljung-Box Q statistics, Chi-squared test
  • Checking residuals
• forecast

3. Fitting ARIMA model with seasonal data