fit an ARIMA model with the following data that correspond to the sugar price index proposed...

fit an ARIMA model with the following data that correspond to the sugar price index proposed by FAO. Data goes from January 2010 to December 2016

Use R or SAS

Apply the stationary and unit root tests.

Show the R or SAS code

DATE	valor
ene-10	375.5
feb-10	360.8
mar-10	264.8
abr-10	233.4
may-10	215.7
jun-10	224.9
jul-10	247.4
ago-10	262.7
sep-10	318.1
oct-10	349.3
nov-10	373.4
dic-10	398.4
ene-11	420.2
feb-11	418.2
mar-11	372.3
abr-11	345.7
may-11	312.2
jun-11	357.7
jul-11	400.4
ago-11	393.7
sep-11	379
oct-11	361.2
nov-11	339.9
dic-11	326.9
ene-12	334.3
feb-12	342.3
mar-12	341.9
abr-12	324
may-12	294.6
jun-12	290.4
jul-12	324.3
ago-12	296.2
sep-12	283.7
oct-12	288.2
nov-12	274.5
dic-12	274
ene-13	267.8
feb-13	259.2
mar-13	262
abr-13	252.6
may-13	250.1
jun-13	242.6
jul-13	239
ago-13	241.7
sep-13	246.5
oct-13	264.8
nov-13	250.6
dic-13	234.9
ene-14	221.7
feb-14	235.4
mar-14	254
abr-14	249.9
may-14	259.3
jun-14	258
jul-14	259.1
ago-14	244.3
sep-14	228.1
oct-14	237.6
nov-14	229.7
dic-14	217.5
ene-15	217.7
feb-15	207.1
mar-15	187.9
abr-15	185.5
may-15	189.3
jun-15	176.8
jul-15	181.2
ago-15	163.2
sep-15	168.4
oct-15	197.4
nov-15	206.5
dic-15	207.8
ene-16	199.4
feb-16	187.1
mar-16	219.1
abr-16	215.3
may-16	240.4
jun-16	276
jul-16	278.7
ago-16	285.6
sep-16	304.8
oct-16	315.3
nov-16	287.1
dic-16	262.6

Expert Solution

orchestra answered 3 years ago

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