Analysis of Simulated Data on the Base of ARIMA Methodology with the Help of MATLAB Programming Software

  • Davit DATUASHVILI PhD Faculty of Computer Technologies and Engineering
  • Zurab DARAKHVELIDZE International Black Sea University
Keywords: ARIMA ( ), Autocorrelation Function (ACF), Partial Autocorrelation Function (PACF), Residual Plot.

Abstract

Present study gives analysis of real time series concerning the simulated data with the help of ARIMA methodology. Using special mathematical tools, autocorrelation and partial autocorrelation functions, relevant model of ARIMA with the corresponding parameters has been chosen and estimated using special programming language MATLAB. All corresponding analysis and results have been presented in the study.

Author Biographies

Davit DATUASHVILI, PhD Faculty of Computer Technologies and Engineering
International Black Sea University
Zurab DARAKHVELIDZE, International Black Sea University
Faculty of Business Management
Published
03-02-2017
Section
Articles