ECON 4115/5115 TIME SERIES ANALYSIS & FORECASTING

 

 

Class Materials & Resources

 Lecture Notes (Videos in WyoCourses)

Syllabus

Handout #1: Getting Started

Research Project & Checklist

Handout #2: Time Series Graphics

Excel Spreadsheet for AR & MA Processes

Handout #3: Time Series Decomposition

Textbook

Handout #4: Time Series Features

 

Handout #5: The Forecaster’s Toolbox

Links to R & Data Sites of Interest

Handout #6: Judgmental Forecasts

R Home Page

Handout #7: Time Series Regression Models

Data Science Essentials in R

Handout #8: Exponential Smoothing

Quick-R

Handout #9: ARIMA Models

RStudio

Handout #10: Dynamic Regression Models

Federal Reserve Economic Database (FRED2)

 

 

Classroom Datasets

Problem Sets

Dataset #1: U.S. Stock Market

Problem Set #1

Dataset #2: Global Temperatures

Problem Set #2

Dataset #3: Cattle Markets

Problem Set #3

Dataset #4: Wyoming’s Economy

Problem Set #4

Dataset #5: COVID-19

Problem Set #5

 

 

 R Scripts

Exam

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

ExamSolutions

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

 

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

 

R script #4 (Graphical Analysis:  Global Temperatures)

 

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

 

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

 

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

 

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)