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Use the CaseShiller Data on any metropolitan area you would like. Utilize the Dickey Fuller test and determine if the variable is stationary. If it

Use the CaseShiller Data on any metropolitan area you would like. Utilize the Dickey Fuller test and determine if the variable is stationary. If it is not, solve this problem and rerun the test. Determine which model either AR
,
or ARMA model is the best model and how many lags. Conduct a test for serial correlation. Forecast for the next
6
months
.
Utilize out
-
of
-
sample forecasting methods using a
50
/
50
sample split to determine if your model is superior to a random walk
(
model of the just the mean
)Date National SanFran LA Chicago SD NY Den Bos
1987-01-0163.9640000000000046.95579248965900059.42622437288700054.20647876431400054.79411150896400074.6784401616080050.34801697303300070.266973096972000
1987-02-0164.4220000000000047.30267479920600059.89486088798200055.22727413532600055.21511853347300076.0436870031340050.16046813539600070.640677975989000
1987-03-0164.7350000000000047.84021292896600060.40107320210700054.81103409768600055.48780326410500077.2370753131050050.38347785569900071.046773504037000
1987-04-0165.1330000000000047.98405770175600061.32433370166800054.80194738464500056.04977840656500078.2815268755820050.74462753759500071.411571430550000
1987-05-0165.5640000000000048.30506512939100062.03091455460400055.47746617402800056.46209863040000079.6753305939570050.76353788496200071.882710791649000
1987-06-0166.0710000000000048.60578686117900062.77656362755800056.05976670425600056.78755553430400080.8398015902250050.43233494724500072.295931836365000
1987-07-0166.5070000000000049.08456577998800063.45610946796300057.10936652939400057.07595626170600081.6950669888320050.20394288778700072.620964407765000
1987-08-0166.9370000000000049.54259200962400064.13062268170400057.61220939883100057.38024736617100082.2200579574360050.12122157841000073.162915823632000
1987-09-0167.3290000000000050.24128781470000064.89362701796600058.27036799826100057.84333097882500082.3839759498800050.05828124118200073.748812848762000
1987-10-0167.7370000000000050.99269818003700065.77160420453400059.00637888011800058.29568624938100083.1564060951000050.14607870533400074.006600741264000
1987-11-0168.1060000000000051.64113055638200066.71255378506300059.71248845492000058<

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