Course Project Econometrics II

Análisis de Series de Tiempo para la Precipitación en Puebla

Heriberto Espino Montelongo

Apr 2025

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.