Client Work (Assignment) | ECO4585 Applied Econometrics Analysis | University of Ottawa

Student | Client Work (Assignment)| ECO4585 Inflation & Commodity Prices Model | University of Ottawa

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📍 University: University of Ottawa
📘 Course: ECO4585 – Applied Econometrics
📍 Location: Canada, Ottawa
🎓 Program: Bachelor of Arts in Economics

Explore this in-depth Applied Econometrics Analysis completed under the ECO4585 course at the University of Ottawa, part of the Bachelor of Arts in Economics program. This assignment investigates Canadian CPI data, commodity price modeling, and inflation dynamics using statistical tools such as ARMA, MA(∞), and regression models.

✅ Topics Covered:

Stationary model expectations

ARMA(1,2) to MA(1) transformation

Long-term inflation impact

Residual autocovariance inspection

Model comparison: with and without lag variables

Analytical computation using RStudio

This work reflects strong understanding of macroeconomic data, time series econometrics, and statistical interpretation. Perfect reference for economics students, quant researchers, and those working on financial modeling.
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