ECON 4115/5115 TIME SERIES ANALYSIS & FORECASTING

 

 

Class Materials

 Lecture Notes (Videos in WyoCourses)

Syllabus

Handout #1: Getting Started

Research Project & Checklist

Handout #2: Time Series Graphics

Textbook

Handout #3: Time Series Decomposition

Handout #4: Time Series Features

Links to Econometric Sites of Interest

Handout #5: The Forecaster’s Toolbox

R Home Page

Handout #6: Judgmental Forecasts

Data Science Essentials in R

Handout #7: Time Series Regression Models

Quick-R

Handout #8: Exponential Smoothing

RStudio

Handout #9: ARIMA Models

Federal Reserve Economic Database (FRED2)

Handout #10: Dynamic Regression Models

 

 

Problem Sets

Classroom Datasets

Problem Set #1

Dataset #1: U.S. Stock Market

Problem Set #2

Dataset #2: Global Temperatures

Problem Set #3

Dataset #3: Cattle Markets

Problem Set #4

Dataset #4: Wyoming’s Economy

Problem Set #5

Dataset #5: COVID-19

 

 

Exam

 R Scripts

Exam – Solutions

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

 

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)