1 / 13

STAT 3610/5610 – Time Series Analysis

STAT 3610/5610 – Time Series Analysis. Topics to be covered Chapters 1 – 8 Chapter 9 – Skip Chapters 10 – 12. Book Resources Appendix A: relevant math review Appendix B: relevant probability review Appendix C: relevant mathematical statistics review

cara
Download Presentation

STAT 3610/5610 – Time Series Analysis

An Image/Link below is provided (as is) to download presentation Download Policy: Content on the Website is provided to you AS IS for your information and personal use and may not be sold / licensed / shared on other websites without getting consent from its author. Content is provided to you AS IS for your information and personal use only. Download presentation by click this link. While downloading, if for some reason you are not able to download a presentation, the publisher may have deleted the file from their server. During download, if you can't get a presentation, the file might be deleted by the publisher.

E N D

Presentation Transcript

  1. STAT 3610/5610 – Time Series Analysis Topics to be covered Chapters 1 – 8 Chapter 9 – Skip Chapters 10 – 12

  2. Book Resources Appendix A: relevant math review Appendix B: relevant probability review Appendix C: relevant mathematical statistics review Appendices D and E: matrix algebra and linear regression in matrix form– These topics not covered in this course. Appendix F: answers to questions posed within the text of each chapter

  3. Chapter 1 Observational or Retrospective Data Vs. Experimental Data Econometrics data is often observational

  4. Chapter 1 – Types of Data Sets Cross-Sectional Data – Data on multiple variables taken at a given time period on multiple experimental units (subjects). Usually the subjects are chosen randomly (random sample) Observations ARE typically independent of each other

  5. Chapter 1 – Types of Data Sets Time Series Data – observations on a variable(s) over time Data frequency typically uniform Observations are typically NOT independent of each other

  6. Time Series Data

  7. Chapter 1 – Types of Data Sets Pooled Cross-Sectional Data – Cross-Sectional Data that is taken at multiple points in time. Usually the subjects are chosen randomly (random sample) Observations ARE typically independent of each other

  8. Chapter 1 – Types of Data Sets Panel or Longitudinal Data – Time Series data set for each cross-sectional member in the data set.

  9. Chapter 1 – Ceteris Paribus See website for details

  10. In Class Activities Problem 1.1 Problem 1.2 Problem C 1.2

More Related