Fit a fractionally integrated ARMA model to the first 230 tree-ring widths contained in the file TRINGS.TSM. Use the model to general forecasts and 95% prediction bounds for the last 20 observations...


Fit a fractionally integrated ARMA model to the first 230 tree-ring widths contained in the file TRINGS.TSM. Use the model to general forecasts and 95% prediction bounds for the last 20 observations (corresponding tot= 231, . . . ,250) and plot the entire data set with the forecasts and prediction bounds superposed on the graph of the data.



May 25, 2022
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