Week 7

Next, ARIMA model was used and performance is evaluated

To find best order for ARIMA model, AIC (Akaike Information Criterion) was used

According to the AIC, (2,1,2) model is selected as best ARIMA model. ARIMA (2,1,2) model was created and performance is shown in the following figure.

Still, Errors at peaks are significantly larger

Root mean square error for this model is 0.0448m. Boxplot for error is given below