M8 - Time Series Analysis
Learning Goals
- Learn about the TSA components: trend, seasonal, cycle and random, our main focus will be trends;
- Understand the concepts of autocorrelation function and partial correlation function;
- Learn how to perform stationarity tests;
- Discuss the type of questions you can answer with time series analysis (TSA);
- Apply TSA to a real dataset.
Recordings
- TSA: Introduction & Components of TSA; Computing autocorrelation
- TSA: Trends & stationarity; Stationarity tests
- TSA in R: Initial plots, opportunities and challenges
- TSA in R: Decomposing the series and trend analysis
- TSA in R: Trend tests and ARMA models