数据已经下载,2002年3月到2022年2月,棉花价格月度数据
求助大神!!可以详细解答或者步骤分析的可以加我,重金答谢!!必须是用eviews做
Download monthly prices for a commodity of your choice over the past 20 years (end of the data should be Feb 2022).
1- Partition your sample into estimation and ex-post periods, with ex-post being 4 years. Use the observations in the estimation period to estimate 3 different models, e.g. Econometric Model, ARMA, Exponential Smoothing, etc. Perform diagnostic tests, present the final estimation outcome and the diagnostics for each model, and discuss the results.
2- Use appropriate techniques to compute forecast values for 1 to 48 months ahead, over the ex-post period (last 4 years; i.e. March 2018 to February 2022) of the sample with the 3 models you have estimated in part 1.
3- Use appropriate statistics to evaluate the forecasting performance of each model and compare forecasting performance of models.
4- Choose the best model and prepare a short report including forecast values on how the price are going to behave over the next 12 months, March 2022 to February 2023 and present your forecast. |