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TimeSeriesAnalysis_Coursework

This is individual final paper for STAT 153 (Introduction to Time Series Analysis) taught by Professor David Brillinger, Statistics Department, UC Berkeley.

Summary of the paper:

  • Conducted Exploratory Data Analysis (EDA) with R: plotted periodogram to examine frequency in the series, decomposed the series through loess method, and inspected the cross-correlation function of two correlated series.
  • Applied intervention analysis and fitted SARIMA model to monthly Taiwanese visitors travelling to the USA over a period of nineteen years.

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