Open Access Open Access  Restricted Access Subscription Access

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.

Full Text:

PDF


Disclaimer/Regarding indexing issue:

We have provided the online access of all issues and papers to the indexing agencies (as given on journal web site). It’s depend on indexing agencies when, how and what manner they can index or not. Hence, we like to inform that on the basis of earlier indexing, we can’t predict the today or future indexing policy of third party (i.e. indexing agencies) as they have right to discontinue any journal at any time without prior information to the journal. So, please neither sends any question nor expects any answer from us on the behalf of third party i.e. indexing agencies.Hence, we will not issue any certificate or letter for indexing issue. Our role is just to provide the online access to them. So we do properly this and one can visit indexing agencies website to get the authentic information.