Aims, Objectives & Procedure followed My dissertation aimed in exploring how robust ARIMA (a time series forecasting technique) modelling is when time series data is non-stationary. What’s more, once robustness was explored an overarching framework was created as a supplementary aim.In particular this overarching framework consisted of a s set of rules on how to obtain accurate forecasts through ARIMA modelling when data exhibit certain … Continue reading The robustness of ARIMA models with respect to parameter estimated and forecasted values