Hard
ARIMA Model Forecasting
Describe the process of building an ARIMA model for stock prices.
📝 프롬프트 내용
Outline the step-by-step procedure to build an ARIMA(1,1,1) model for a non-stationary financial time series. Include details on how to determine the order of integration (d) using the Augmented Dickey-Fuller test, how to identify p and q parameters via ACF and PACF plots, and how to diagnose model residuals for white noise.