Description
Built a forecast of aggregate revolving US consumer loans as part of my final project report for my Time Series Econometrics class. Applied data cleaning to raw macroeconomic time series, conducted model selection, and employed multiple exogenous variables to construct a SARIMAX (Seasonal AutoRegressive Integrated Moving Average with eXogenous regressors) model. Later evaluated the model's prediction against the next released data point.
Tools Used
statsmodels
Pandas