Mat3014 Time Series And Forecasting Assessment Answer
PART A Read Chapter 12, page 277 - 315, time series models of heteroscedasticity, from the book of Cryer, J. D. and Chan, K. S. Time Series Analysis With Application in R. Springer. Write a succint overview of the Chapter. Your report should: Cover all the key points from the main text of the report Be written in a simple manner, with concrete detail to help readers to understand the results and findings Discuss on the ARCH and GARCH models Illustrate data fitting: Find a set of time series data. Using the time series models above to fit the data. Justify your model by providing results or findings. Your report should include some relevant structure, such as i.Background, source and validity of the data ii.Model Building iii.Results/findings iv.Conclusions (implication of your study) NOT exceed 20 pages with double spacing, including references and appendices Submission: The submission of the report is in Week 14, due by 5pm on 27 November 2020. Turnitin report should be less than 25%. PART B Individual presentation will be done online via BB Collaborate. A detailed schedule will be posted in eLearn. The presentation starts from Week 12 - 14. 15-20 minutes is allocated for the presentation including Q&A session
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