ARIMA models and Box-Jenkins method in Eviews - Complete guide, Step by Step!

Hello Everyone! In this video I cover ARIMA models and Box-Jenkins method in Eviews. Complete guide, Step by Step!

Learn how to estimate and forecast ARIMA models!

Objective: Using real data (USA-CPI) I show you how to forecast the values for 2021 using an ARIMA model selected by the Box-Jenkins method in eviews. Complete Guide to Time Series Forecasting ARIMA models.

📈 Download the dataset for free and replicate the content of the video: https://www.jdeconomics.com/arima-model/

✅ Check all my video tutorials available and more on my website: https://www.jdeconomics.com/
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📣 Please note: Due to time restrictions, only two ARIMA models were selected as an example. Different ARIMA models/combinations could have been tried as well.
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🕘 Timestamps:
🎬 In this video the following analysis is performed:
👋 Introduction 0:00
📊Overview of ARIMA and Box-Jenkins: 0:46
📊 (i)Box-Jenkins Stage 1-Identification: 2:10
📊 (ii)Box-Jenkins Stage 2 - Estimation: 8:46
📊 (ii)Box-Jenkins Stage 3 - Diagnostics and forecasting: 13:19
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📚Recommended Literature:

📚Box and Jenkins (1970): "Time series analysis, forecasting and control" (It's a book)

📚Pierce and Box (1970): "Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time"
Link: http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.462.2494&rep=rep1&type=pdf

📚Ljung-Box(1978): "On a measure of lack of fit in time series models"
Link: https://www.researchgate.net/profile/Greta_Ljung2/publication/280717957_LjungBox-Biometrika78/links/55c2496f08aea2d9bdbfe5e3/LjungBox-Biometrika78.pdf
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✅ Other Very Useful Links:

🎬 Unit Root Test Tutorial (Stationarity) - Useful for Stage 1 (Identification):
https://youtu.be/65g6D4bICQY

🎬 How to read Eviews Regression output - Useful for Stage 2 (Estimation results):
https://youtu.be/DwH8lFUrhxs

Interested in learning more?

🎬 Learn how to write your research paper in a fancy way in Latex with Overleaf: https://youtube.com/playlist?list=PLsZ8kVwX52ZGTCs7OsRPzweuqnJSiU76p

🎬 More EViews related videos:
https://youtube.com/playlist?list=PLsZ8kVwX52ZGXxJ-bqP-WmRBD2HytO4d4
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💬 Doubts or comments? Please leave your comment and I will be pleased to provide you an answer.

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❗️🛎 Buy the exclusive guide at: https://payhip.com/b/9xkQ

❗️ Also: I will be teaching how to do this Step by Step in Python. I will also provide a PDF with all the codes, and teach you how to download Python to start getting familiar with the programming language. Interested in it? Subscribe and stay tuned.
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Thanks!

Видео ARIMA models and Box-Jenkins method in Eviews - Complete guide, Step by Step! канала JD Economics