This repo contains materials for MSCA 31006 Time Series Analysis and Forecasting project.

Professor: Dr. Shaddy Abado

Team:

Kyla Ronellenfitsch [email protected]

Chris Reimann [email protected]

Michael Thompson [email protected]

Oleksiy Anokhin [email protected]

In this project we worked with real estate data from Zillow. Specifically we focused on Average Mean Price for Chicago (monthly data).

Using different time series models, we try to compare and predict the changes on the Chicago housing market, which has a very strong seasonality.

In our analysis we used several different approaches:

• Exponential Smoothing

• sARIMA

• Regression with ARIMA errors

• Vector Autoregression (VAR)

The full presentation is available in the Final presentation folder.