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DFA -- Estimation of Dynamic Factor Analysis part of Google Trends Forecast Study

  1. sales numbers for a large retailer from 2014 to 2017 in weekly format

  2. First estimate a simple ARIMA --- ARIMA(1,1,1) according to calculations

  3. Then scrap google trends data for 29 different retiallers

  4. could their common trends improves forecast accuracy of model.

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