Level Up Exploring the relationship between oil prices and exchange rates
Project scope
Categories
Data analysisSkills
outliers autoregressive integrated moving average (arima) time series analysis and forecasting time series oil and gasDo a time series analysis to analyze the relationship between gas prices and CAD/USD exchange rate.
- Fit an ARIMA model for the oil prices
-Fit an ARIMA model for the exchange rate CAD/USD
- include the effect of outliers/intervention analysis
- run cross-correlation for the two time series
- interpret the results
The students will be working with Cristina Anton on the R coding and statistical analysis for this project.
About the company
The Department of Mathematics and Statistics provides a vibrant and supportive home base for students who want to study mathematics and statistics. Our growing department is home to excellent scholars and has a deep commitment to student success, whether taking math as a requirement or as a pursuit of passion. Our faculty members are dedicated to providing an education that emphasizes the knowledge and broad analytical skills that are valuable in today’s world.
Beyond the classroom, our department organizes Torus Talks, a regular presentation series where faculty and students share insights into the uses and versatility of mathematics and statistics, and a Math Help Centre, where students can access additional support in mastering their course work.
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