ECON 4115/5115 TIME SERIES ANALYSIS & FORECASTING

 

 

Class Materials & Resources

 Lecture Notes (Zoom Recordings in WyoCourses)

Syllabus

Getting Started

Research Project & Checklist

Time Series Graphics

Excel Spreadsheet for AR & MA Processes

Time Series Decomposition

Main Textbook; Secondary (Optional) Textbook

Time Series Features

 

The Forecaster’s Toolbox

Links to R & Data Sites of Interest

Judgmental Forecasts

R Home Page

Time Series Regression Models

Quick-R

Exponential Smoothing

RStudio

ARIMA Models

Federal Reserve Economic Database (FRED2)

Dynamic Regression Models

 

 

Problem Sets

Classroom Datasets

Problem Set #1

(To download, right click, “Save link as”, up arrow, “Keep”)

Problem Set #2

Dataset #1: U.S. Stock Market

Problem Set #3

Dataset #2: Global Temperatures

Problem Set #4

Dataset #3: Cattle Markets

Problem Set #5

Dataset #4: Wyoming’s Economy

 

Dataset #5: COVID-19

 

 

Sample Tables, Research Proposals and Research Papers

 R Scripts

Sample Table Format #1

R script #1 (Exploratory Analysis:  U.S. Stock Market)

Sample Table Format #2

R script #2 (Graphical Analysis:  U.S. Stock Market)

Sample Research Proposal #1

R script #3 (Graphical Analysis:  Wyoming’s Economy)

Sample Research Proposal #2

R script #4 (Graphical Analysis:  Global Temperatures)

Sample Research Proposal #3

R script #5 (Data Adjustments & Transformations:  Wyoming’s Economy)

Sample Research Paper #1

R script #6 (Time Series Decompositions:  U.S. Stock Market)

Sample Research Paper #2

R script #7 (Time Series Features:  U.S. Stock Market)

Sample Research Paper #3

R script #8 (The Forecaster’s Toolbox:  U.S. COVID-19 Cases)

 

R script #9 (Time Series Regression Model:  WY Okun’s Law)

 

R script #10 (Time Series Regression Model:  U.S. COVID-19 Deaths)

 

R script #11 (Exponential Smoothing:  Cattle Markets)

 

R script #12 (Exponential Smoothing:  Spain COVID-19)

 

R script #13 (ARIMA Models:  U.S. Stock Market)

 

R script #14 (ARIMA Models:  Cattle Markets)

 

R script #15 (ARIMA Models:  U.S. COVID-19 Cases and Deaths)

 

R script #16 (Dynamic Regression Models:  Global Temperatures)