# STA457 Assignment

STA457 Assignment

Instructions:
Trends", skip = 1)
skip = 2)
tim<-timeSequence(from = "2003-09-28", to = "2015-08-09", by = "week")
tim1<-timeSequence(from = "2003-09-07", to = "2015-08-23", by = "week")
GFT<- timeSeries(GFluTrends[,"British Columbia"], charvec = tim)
fluTest<- timeSeries(fluWatch[,"FluTest"], charvec = tim1)
2. Split the dataset into two groups: training sample and test sample (as shown in Time￾Series-Forecasting-Examples.html);
the following questions.
A. Transfer function noise modeling (10 pts)
1) Write the mathematical equation of the fitted transfer function noise model—using
Google Flu Trends as the explanatory variables to predict Flu Tests.
B. Forecast evaluation
Consider ARIMA, TFN, NN, and NNX models. (see Time-Series-Forecasting-Examples.html
for more details)
1) Calculate the forecast performance in the training sample, and answer which model
performs best in each forecast measure.
2) Calculate the forecast performance in the test sample for the following lead time
i. h=1
ii. h = 4
iii. h = 8
iv. h = 50
and answer which model performs best in each forecast measure.