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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.


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