Time Series

Fitted an ARMA-GARCH model of simple monthly returns for Pacific Gas and Electric common stock for the period 1998 through 2021, used a GARCH (1,1) model to address the volatility.

Fitted a seasonal ARIMA model with calendar trigonometric pairs to analyze trend and changes of US-to-China imports, presented dynamic seasonal structure, performed a residual analysis with the residual acf, pacf, and spectral density.