ARIMA Time Series Analysis

Load in the data set from Quandl.

import quandl
dt = quandl.get("ZILLOW/N52_PRRAH", authtoken="GzFy7sTypFanLb3Tvs1s")

Plot the “Value” by Month from 10-31-2010 through 7-31-2018

Begin ARIMA model-building

Plot 12-month rolling mean, 12-month rolling std, and [actual] Value

Plot Observed, Trend, Seasonal, and Residual plots