This is individual final paper for STAT 153 (Introduction to Time Series Analysis) taught by Professor David Brillinger, Statistics Department, UC Berkeley.
Summary of the paper:
- Conducted Exploratory Data Analysis (EDA) with R: plotted periodogram to examine frequency in the series, decomposed the series through loess method, and inspected the cross-correlation function of two correlated series.
- Applied intervention analysis and fitted SARIMA model to monthly Taiwanese visitors travelling to the USA over a period of nineteen years.