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

Authors

  • Davit DATUASHVILI PhD Faculty of Computer Technologies and Engineering
  • Zurab DARAKHVELIDZE International Black Sea University

DOI:

https://doi.org/10.31578/jtst.v5i2.102

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

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Published

03-02-2017

Issue

Vol. 5 No. 2 (2016)

Section

Articles