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Modeling and forecasting in various domains under the theory of autoregression

Abderrahmane Belguerna

Abstract


Researchers and practician in many domains such as statistics, economics, environmentalism, ecology, biology, medicine, finance, business, engineering, social sciences, .... and every one who manages statistics series and particularly time series data, need well modeling and forecasting for well planning, control, prevention and generally well decision making (Bosq, 1998). There is a lot of statistical techniques in response to those questions, choice the good one is depending on the nature and type of data. Under theoretical results (Belguerna and Benaissa, 2014), the time series analysis (Brockwell and Davis, 1996) is very important alternative technique for the most of time series data coming from deferent fields. In this paper, we put between your hand’s how to build on autoregressive process us the famous ARIMA model, modeling and forecast the future values using computer tools and especially R programming.

Keywords


Building ARIMA Model and forecasting, R programming, Time series, data analysis, Planning, Control.

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