Time Series Analysis

In this repository, I have demonstrated time series analysis of below two datasets using ARMA model and performed insample one-day predictions and outsamples forecast.

1. Delhi Climate Forecasting based on data from 2013 - 2017.

2. Alcohol Consumption.

Python Modules:

from statsmodels.tsa.stattools import adfuller
from statsmodels.graphics.tsaplots import plot_acf, plot_pacf
from statsmodels.tsa.statespace.sarimax import SARIMAX
from statsmodels.tsa.seasonal import seasonal_decompose
from pmdarima.arima import auto_arima