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A non-commercial research project - time series analysis for GDP and consumption in Austria (1970-2020)

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Time Series Analysis for GDP & Consumption in Austria (1970 - 2020)

The project as aimed at delivering key cointergraion relationships btw consumption and GDP in Austria in 1970-2020 based on World Bank Data. In terms of the project I intended to realize two main objectives:

  1. Determining cointegration relationship with Engle-Granger & Johansen procedures and a long-term relationship between consumption & GDP
  2. Building up a forecast based on ARIMA(p,d,q) methodology for one time series While executing key TSA procedures, I tested the time series for unit roots and chose model specifications that would fit the TS best.

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A non-commercial research project - time series analysis for GDP and consumption in Austria (1970-2020)

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