Course Project Econometrics II
Análisis de Series de Tiempo para la Precipitación en Puebla
Summary
Time-series study of precipitation in Puebla covering transformations, seasonal differencing, model comparison, model selection, forecasting, and a forecast update.
Context
The report develops the analysis from series partitioning and transformation through candidate models, an optimal forecast, and a subsequent forecast update.
Main contributions
- Examines the original and transformed precipitation series with successive seasonal differences.
- Compares candidate time-series models and selects a final specification.
- Produces an optimal forecast and evaluates an updated forecast against the original result.