This repository contains an individual project developed as part of the Stochastic Processes and Time Series course within the MSc in Data Science and Engineering at Politecnico di Torino.
The project is primarily focused on the mathematical foundations underlying ARIMA models, with an emphasis on understanding the theoretical principles driving time series analysis. The implementation is intentionally kept simple and concise, reflecting the exploratory nature of the work.
In addition, this project serves as an opportunity to experiment with R for time series modeling, providing a practical complement to the theoretical framework.
For a comprehensive explanation of the methodology and results, readers are encouraged to refer to the PDF report included in the repository, which represents the core of the project.