Here, we got quarterly earnings per Johnson&Johnson share(Dollar) from 1960 to 1980.
- Data
- Common Function
- Log-Return Transformation
- Adding Seasonality Difference with lag = 4
- Ljung-Box Test
- Auto-Correlation Function (ACF) Analysis
- Partial-Autocorrelation Function (PACF) Analysis
- Order Estimation Using SARIMA Model
- Residual Analysis
- Forecast Routines
- References