A project for the Forecasting II course, the Spring 2022 semester.
Performed the scenario analysis and stress testing for WTI oil price using STL decomposition, ARIMA with and without regressors (US GDP and CPI) using R language
A project for the Forecasting II course, the Spring 2022 semester.
Performed the scenario analysis and stress testing for WTI oil price using STL decomposition, ARIMA with and without regressors (US GDP and CPI) using R language